Some software (for ex. the NetBeans IDE) ship the Linux installers in .sh files. Curious about how exactly they \'package\' a whole IDE into a \'shell script\', I opened the
There are also other/commercial software installer builder (like InstallAnywhere) they basically have their own version of shar/makeself.
Netbeans has their own installer engine, and part of it, which does the unpacking and launching is done in the NBI native launcher component: http://wiki.netbeans.org/NBINativeLaunchers
Creates a shell(script) archive for Linux/Unix/MacOS and native executable for Windows. You can use that tool for your own projects, also.