Are they any tool that can help build nice looking , easy to use installer, that will be strictly GUI based, no command line magic, for my end user for a programm I am building.

If it is possible I would like to bundle inside my installation python and pygame, so its an one step install, to install my application.

Any recommendations ?

You can try with buildtools: http://pypi.python.org/pypi/zc.buildout

from the site: The Buildout project provides support for creating applications, especially Python applications. It provides tools for assembling applications from multiple parts, Python or otherwise. An application may actually contain multiple programs, processes, and configuration settings.

There are a few good libraries for doing this:

py2exe
py2app

--
Goldgod

once you converted your python code into applications for windows, you can use NSIS for creating an installer

For linux you need to compile to deb or rpm.

Thanks for both suggestions, I was aware of py2exe and py2app, but did not knwo that they were so powerful. I am looking to the NSIS installer as well. Thank you.