I want to create a single executable from my Python project. A user should be able to download and run it without needing Python installed. If I were just distributing a package, I could use pip, wheel, and PyPI to build and distribute it, but this requires that the user has Python and knows how to install packages. What can I use to build a self-contained executable from a Python project?
Here are some common ones. Unless explicitly noted, all projects listed below are being actively maintained as of my last edit (January 2016).
I've also included links to their respective repos, in case you want to check for yourself on how frequently they've been updated.
Also, unless otherwise noted, all programs listed below will produce an exe specifically for the operating system it's running in. So for example, running Pyinstaller in Windows will produce a Windows exe, but running Pyinstaller in Linux will produce a Linux exe. If you want to produce an exe for multiple operating systems, you will have to look into using virtual machines or look into using something like Wine.
The following programs all work similarly -- they bundle together Python and your program, effectively combining them to produce an executable.
You can find a slightly more in-depth comparison at The Hitchhiker's Guide to Python: Freezing your code.
Of course, that's not the only way of doing things:
My personal preference is to use PyInstaller since it was the easiest for me to get up and running, was designed to work nicely with various popular libraries such as numpy or pygame, and has great compatibility with various OSes and Python versions.
However, I've also successfully built various exes using cx_Freeze and py2exe without too much difficulty, so you should also definitely consider checking those out.
I haven't yet had a chance to to try pynist, Nuitka, or Cython extensively, but they seem like pretty interesting and innovative solutions. If you run into trouble using the first group of programs, it might be worthwhile to try one of these three. Since they work fundamentally differently then the Pyinstaller/cx_freeze-style programs, they might succeed in those odd edge cases where the first group fails.
In particular, I think pynist is a good way of sidestepping the entire issue of distributing your code altogether: Macs and Linux already have native support for Python, and just installing Python on Windows might genuinely be the cleanest solution. (The downside is now that you need to worry about targeting multiple versions of Python + installing libraries).
Nuitka and Cython (in my limited experience) seem to work fairly well. Again, I haven't tested them extensively myself, and so my main observation is that they seem to take much longer to produce an exe then the "freeze" style programs do.