I'm a Mac user, so I know that for Mac OS X, I'd like my games packaged up in a nice .app bundle (like Aquaria did, for example). But what is the standard on Windows? And what is the standard on Linux?
I'm relatively unfamiliar with both, but from what I understand, there's no equivalent of a Mac application bundle on either. Do users then prefer a folder containing the executable and a "Data" folder? Or should the data just be directly in the folder with the executable, which will almost always be accessed (for example) by a shortcut or through (something like) the Start menu?
Which way will make users feel like it's a normal application built specifically for their OS?
Edit for clarification: I'm not asking about an installer, I'm asking about the actual application itself.