I am currently trying to create a win32 service using pywin32. My main point of reference has been this tutorial:
http://code.activestate.com/recipes/551780/
I just create a simple "how to" where the program is in one module and the service is in another place, it uses py2exe to create the win32 service, which I believe is the best you can do for your users that don't want to mess with the python interpreter or other dependencies.
You can check my tutorial here: Create win32 services using Python and py2exe