Create a single executable from a Python project

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?

Differences between distribute, distutils, setuptools and distutils2?

setuptools was developed to overcome Distutils’ limitations, and is not included in the standard library. It introduced a command-line utility called easy_install. It also introduced the setuptools Python package that can be imported in your setup.py script, and the pkg_resources Python package that can be imported in your code to locate data files installed with a distribution. One of its gotchas is that it monkey-patches the distutils Python package. It should work well with pip. It sees regular releases.