Usage
1. create a directory, put your datafiles there
2. create an install.sh file (can be perl, make sure it is executable)
3. tar your files, optionally compress the tar with gz, bzip2 or xz.
4. use ./sfx.pl -a <file> to add files
5. Now you can use -u to unpack, and -p to repack the files into the sfx.pl
6. Test with -i and -t to a clean directory

It used to be lots smaller. In fact, you can delete big portions of the perl code, once you have a final installation package, because you will not need all those options. (and can add them easily back, or use oneliners) Why not try testing the functionality with: ./sfx.pl -i -t /tmp
As I embellished it just now, without much testing, I am not sure everything is 100%, so if you find bugs... or add features let me know.

#!/usr/bin/perl
# 2013 Nilton Castillo    Dual licensed: LGPL or Artistic2 (http://dev
+.perl.org/licenses/artistic.html)
# inspired by the self extracting shell script. Added help, and posted
+ on perlmonks in 2015
use strict;
use warnings;
use Getopt::Long;
use File::Basename;
use Cwd; # Only used if you use --todir (you can delete all cwd() and 
+chdir() if unused)

my $TODIR = ".";
my ($help, $verbose, $f, $fn, $list, @add, @replace, @extract, @delete
+, $run, $unpack, $pack) = !@ARGV;
GetOptions (
    "help|?" => \$help,
    "list" => \$list,
    "add=s@" => \@add,
    "replace=s@" => \@replace,
    "x|extract=s@" => \@extract,
    "delete=s@" => \@delete,
    "install" => \$run,
    "unpack" => \$unpack,
    "pack" => \$pack,
    "verbose" => \$verbose,
    "todir=s" => \$TODIR,
);

$help && die <<ENDHELP;
$0 - self extracting perl v1.0
 --help | -?        print help
 --list            list all embedded files
 --add <file>        Append uuencoded data to script
 --replace <file>    Append/replace update uuencoded data to script
 --extract <regexp>    Extract a file from the script (alternative: -x
+ <file>)
 --delete  <regexp>    delete a file from the script
 --install        unpack and autorun
 --unpack        unpack all files (so tarred files are untarred automa
+tically)
 --pack            repack all files/directories into the script.
 --verbose        verbose
 --todir <directory>    Change destination directory (default is curre
+nt directory)
 
 You can also use the first letter notation: -l instead of --list.
 Unpack supports: tar, gz, bz2 and xz. But you need full names: myfile
+.tar.bz2
 Thus, do not use .tbz or .tgz extensions
 
 Examples:
 
 $0 -e . -t /tmp    Extract all files (as-is) to /tmp/
 $0 -i -t /tmp    unpack all files to /tmp/, then run all files with 
            "install" in the name
 $0 -d txt    Delete all files that contain txt in their name
             Case sensitive. use this to delete all .xz or .XZ files:
            '(?i)\\.XZ\$'
 
 You can easily modify your files by unpacking them to the local direc
+tory.
 Then use pack to update them into the sfx.pl file. Note that files in
+side a tar subdirectory
 are automatically added into the tar.

ENDHELP

my $MATCH = qr/^begin ([0-7]+) ([^\n ]+)$/s; # used for functions: lis
+t, extract, delete 
$TODIR =~s#/*$#/#; # ensure trailing slash
my @SELF; # will hold the entire program in RAM
$unpack = 1 if($run);
@delete = qw(.) if($pack);

# List all attachments: --list | -l
# grep ^begin sfx.pl
if($list){
    while(<DATA>){
        print " $2\n" if(m/$MATCH/);
    }
}

# Replace file: --replace <filename> | -r <filename>
# no simple oneliner.
for $f (@replace){
    push(@delete, @replace);
    push(@add, @replace);
}

# Generating a clean and empty self extracting file (then add back wha
+t you need)
# Delete: --delete . | -d .
# perl -pe 'print && exit if(/__END__/)' SFX.pl > clean.pl
if(@delete){
    open(INPUT,"<", $0) or die "Unable to read $0\n";
    @SELF = <INPUT>; # just in case, we can put it all back.
    close INPUT;
    open(OUTPUT,">",$0) or die "Unable to write $0\n";
    my $skip = 0;
    for $f (@SELF){
        if($skip){
            next unless($f=~/^end$/);
            $skip = 0;
            next;
        }
        if($f=~m/$MATCH/){
            $fn = $2;
            for $_ (@delete){
                $_ = basename($_);
                $skip = 1 if($fn=~m/$_/);
            }
            print OUTPUT $f unless($skip);
            print "- $fn\n" if($skip && $verbose);
            push(@add, ";".$fn) if($pack);
        }else{
            print OUTPUT $f;
        }
    }
    close OUTPUT;
}

# helper function to pipe files
sub piper{
    my $x = shift;
    my $fn = shift;
    my %Z = (
        "xz" => [ "|xz -d", "|xz -9" ],
        "gz" => [ "|gunzip", "|gzip -9" ],
        "bz2" => [ "|bunzip2", "|bzip2 -9" ],
        "tar" => [ "|tar xvf -", "|tar cvf -" ],
    );
    my $F=""; my $z;
    @_ = reverse split(/\.(?=(?:tar|gz|bz2|xz))/, $fn); 
    while (@_){
        $z =shift;
        next unless defined $Z{$z};
        #print " z=$z;x=$x";
        $F .= ${$Z{$z}}[$x];
    }
    #print "Piper($x,$fn) z=$z F=$F\n";
    return $x? ($F? join("|", reverse split(/\|/,$F." ".$z) ) : "$fn")
+ : $F.($fn=~/tar/?'':">$z")||">$fn";
}

# Add attachments:  --add "./myfile.tar.gz" | -a "./myfile.tar.gz"
# cat ./myfile.tar.gz | uuencode myfile.tar.gz >> sfx.pl
for $f (@add){
    my $fh =$f=~s/^;// ? piper(1,$f):$f;
    print "+ '$fh'\n" if($verbose);
    open INPUT, $fh or die "$0: can't read $f: $fh\n";
    open OUTPUT, ">>",$0 or die "$0: can't open self\n";
    my @stat = stat INPUT;
    my $mode = @stat? ($stat[2] eq 4096?0644:$stat[2]): 0644;
    print "mode=$mode\n";
    my $omode = sprintf "%03o", $mode;
    my $pmode = substr $omode, -3;
    print "begin $pmode ".basename($f)."\n";
    print OUTPUT "begin $pmode ".basename($f)."\n";
    my ($inbytes, $instring);
    while ($inbytes = read INPUT, $instring, 45) {
        print OUTPUT pack "u", $instring;
    }
    print OUTPUT " \nend\n";
    close(INPUT);
    close(OUTPUT);
}


#  Extracting all attachments 
#  perl -ne 'print if($GO || /__END__/ && $GO++)' sfx.pl | uudecode
@extract = qw(.) if(($run||$unpack) && !@extract);
my @RUN;
for $f (@extract){
    my $mod;
    my $pwd = cwd(); # only if --todir is used
    while(<DATA>){
        if(m/$MATCH/ && ($mod=$1) && ($fn=$2) && ($fn=~m/$f/)){
            my $FE = piper(0,$fn);
            if( $unpack && (index($FE, "|")>-1) ){
                chdir($TODIR) if $TODIR;
                open (OUTPUT, $FE) || die "Can not open pipe to $FE fo
+r $fn\n";
                print "x $fn...\n" if($verbose);
                print "".(substr($FE,0,1)) ." $fn ...\n" if($verbose &
+& $fn);
            }else{
                $fn = $TODIR . $fn;
                open(OUTPUT, ">",$fn) or die "$0: Unable to write to $
+fn ($f)\n";
                print "w $fn...\n" if($verbose);
            }
            push(@RUN, $fn) if($run && $fn=~/install/); # we will run 
+this later
            binmode OUTPUT;
            my $block;
            while(<DATA>){
                last if /^end$/;
                $block = unpack ("u", $_);
                print OUTPUT $block;
            }
            close OUTPUT;
            chmod oct($mod), $fn if(-f $fn);
            chdir($pwd) if $TODIR;
        }
    }
}

# run if we extracted a program called .*install.*
for $f (@RUN){
    print "Running $f\n" if($verbose);
    my $pwd = cwd();
    chdir($TODIR) if $TODIR;
    print `$f`;
    my $errorcode = $?>>8;
    print "ERROR: $f failed with errorcode $errorcode\n" if($errorcode
+);
    chdir($pwd) if $TODIR;
}


__END__ 
begin 644 hello.txt
-2&5L;&\@5V]R;&0A"@``
 
end
begin 600 data.tar.bz2
M0EIH.3%!62936>O7O?H``)M[A,*0`P!``?^`(`AG)YY@``(`""``E(2A-*?J
M1H>D##48@T"J5-#TAIM1IZ@#0&U*XOEV%^AIB!KMA$0G*1A92E)R:C!F1!8F
MR2-1BID/:$`F&,"2#FPP4HT*SG>4Q04)LVZERO;OA4,5BSA*=@Z#S4+@J8;:
A&QH5#5&,OI<]-IV9*K%4S\R6JMB(/XNY(IPH2'7KWOT`
 
end
begin 740 install.sh
M96-H;R`B2&5L;&\@5V]R;&0A('9E<G-I;VX@,2XP(&ES(&)E:6YG(&EN<W1A
M;&QE9"XN+B(*96-H;R`B3W5R(&-U<G)E;G0@9&ER96-T;W)Y(&ES.B(@8'!W
M9&`*96-H;R`B=VEL;"!N;W<@<G5N.B!C870@:&5L;&\N='AT(@IC870@:&5L
:;&\N='AT"G-L965P(#$*96-H;R!D;VYE+@H`
 
end
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