Due to severe limitations of the Microsoft Windows Installer (MSI) system it is required to create a bootstrapper in order to install multiple MSI files (due to pre/post-requisites). However, this introduces an distribution problem because you now have multiple files that need to be included with the distribution. There are of course multiple ways to distribute this as a single file.
1: An archive
You can put all the files into a single archive that users download. The obvious choice for MS Windows is of course a PK-ZIP archive. But this is not very user friendly. Users will first have to extract the archive, and then run the bootstrapper (which would be called setup.exe).
2: A SFX archive
Instead of distributing an plain archive file you could wrap it into a self extracting archive. Executing this SFX archive would prompt the user to extract and/or run the contents. But this adds yet another prompt to the whole installation process (#1: SFX prompt, #2: bootstrapper prompt, #3: main installer prompt). This is also not very user friendly, as it increase annoyance due to multiple prompts.
3: Single file bootstrapper
Of course there is the option to embed all the extract files into the bootstrapper. This is probably the most user friendly for a normal end-user. However, this is less friendly for system administrators, because usually bootstrappers are less manageable than the MSI files. An admin would rig the system so that all requisites are also installed when the main MSI is installed, thus the bootstrapper would not be needed.
4: Other?
An other unlisted method?
So what do you think is the best way to distribute a installer for MS Windows software that requires a bootstrapper?