I was thinking of using an installer system such NISS to pack scripts and (where necessary) interpreters into an EXE. Once the EXE was running it could unpack the script and call launch the interpreter.
It appears this is what al ot of people are already doing though with more professional results.
I have found free one for Kixtart called Kix2Exe.
The brilliant Admin Script Editor by iTripli has a comprehenvie EXE package maker which does BAT/CMD, VBS/JS, AutoIT and KiX but it costs £50 per seat with XP style activation.
AutoIT has it's own EXE 'compiler' as standard.
There's a wrapper for python called Py2exe I believe. I'm a bit worried about the EXE being bloated by having to carry a large runtime.
Does anybody know of any others, especially free ones for VBS :)