Replying to zeromus:
I don't speak for every windows user, but I can try to. Once a windows user has gone to the trouble to install python and build tahoe, I don't think he cares whether he has to double click tahoe.exe or tahoe.py.
This is the command-line interface. The user isn't double-clicking anything; they're typing "tahoe ...args..." at a Command Prompt. (Or a cygwin shell prompt; we don't support cygwin, but I don't want to break Tahoe on cygwin unnecessarily.)
Apart possibly from running an extra command in the install process to set up PATHEXT, the difference between tahoe.exe and tahoe.py is an implementation detail that doesn't affect the user interface.
For bbfreeze, which is similar to py2exe, see #585 -- but I think that's a distraction as far as this ticket is concerned, since we don't want to create a dependency on bbfreeze (or py2exe).