Do you consider the .NET Framework "external"? If you stick to .NET Framework and use C#, your code should run anywhere the .NET Framework of appropriate version is installed, and you'll only need to deploy your .exe and .exe.config.
It is not possible to run a .NET program without the .NET Framework. If you can't require the .NET Framework to already be installed, then you cannot use a .NET program. That's what I meant.
I've no clue what the downvotes are about, but let me try once more to clarify. The original post said:
the stalwarts like C are obvious but
if you are a .NET developer and need
to build something like this very
quick what language/tool would you
use?
The answer is that if you are a .NET developer, there is no tool or language you can use for this purpose, as every .NET program requires the .NET Framework be installed. If you need a program that is entirely independant, then don't use .NET. As others have replied, you can bundle .NET into your exe. You can also have .NET installed with your application, if you're willing to ship a .MSI file and not just your exe.
But, by definition, a .NET program cannot be independent of the .NET Framework.