Here's one for those of you who are planning on exporting for Windows desktop.
I was doing some digging around for installation builders and came across Inno Setup. I downloaded it and tried it out and was very impressed with how it turned out: very professional installer and highly customisable. Options for wizard-based or hand-scripted. Worked perfectly with a node-webkit exported game.
It also includes options to create a desktop icon, include a web link in the installed Start Menu folder, and even comes with an uninstaller.
Oh, and it's free!
The only thing wrong I can find with it is that it doesn't seem to have any sort of version control. It just always installs over the app if it's already installed. Still, it's a hell of a lot more professional than shipping a zip file.