For .NET, a while back Microsoft Patterns + Practices published the Application Updater Block. This was (to my mind) rather overblown and over-engineered, but did the job quite well.
In essence it used a "stub loader" to check a manifest and a Web service to see if a later version of the program than the one installed was available, then used the BITS background downloader technology to download a new version if one was available on the server.
Once the new version was downloaded and installed (with .NET this is as simple as an xcopy to the relevant folder), the application would update the manifest. The next time the program was loaded the new version would be launched.
While the Patterns + Practices code is .NET specific, there's nothing there that couldn't be copied for a non-.NET application, especially if you have the ability to silently run the install process in the background.
