I want to make an easy to deploy Windows application and was was wondering which programming systems can create totally self contained Windows .exe files?
As a plus, if
You can use Tcl/tk. The technology you should research is a "starpack", which combines a runtime executable (a starkit) with a platform-specific runtime (a "tclkit") to create a single-file executable. It's remarkable in the fact that it's not just compiled code, but an entire self-contained virtual filesystem that can include images, sound, data, etc.
This same technology works for many platforms from the same code base. The only thing that is different is the platform-specific runtime. You can even "cross compile" in that you can copy the runtime for multiple platforms onto your dev box and then build starpacks for each platform without having to actually be on each platform.