I use Visual C# 2008 Express Edition. I would like to be able to create an installer for a project I have. I can kind of do it with the Publish tool, but you get little to no control.
Is there a free way to do this, or do I need to spring for the full-blown version of VS2008? -or- Do I just not know what I am doing when publishing?
My biggest issue is that it doesn't let the user choose where to install the program, it just drops it in some predefined location.
No, you don't need to pay for the full Visual Studio, but it might be easier.
You can try to write Wix code in a text editor. It's complicated though, and will require some reading to understand the Wix/MSI model. Download the wix tools. Read the MSDN Magazine article.
there is IExpress, built-in to Windows. Run it from c:\windows\system32\iexpress.exe . It will create an EXE installer for you. It's not MSI based.
Try InnoSetup for an open-source tool that builds MSI installers for Windows.
Finally, there is the option to use a self-extracting ZIP file. DotNetZip is a free .NET library that allows you to create a self-extracting EXE. When run, it extracts the files and then optionally runs an application afterwards. The app could be something you write (and extract), or it could be a simple cmd.exe command line.
If you do not need to use MSI, you could use the Nullsoft Scriptable Install System. It is free and is the installer used by a lot of open source programs.
Nullsoft Installer System is pretty mature, flexible and powerful. I think it would meet your requirements.