Good list, but you missed a couple:

• Write it in C. You deserve it for even asking.
• PAR! PAR! PAR! (repeat perl2exe comments)
• Wait for parrot, somebody will write a native compiler for that.
• Perl sux0rs, Java r0x0rs.

and Here's my One True Answer:

If you had to ask this question, you're not going to make any money off it. Save yourself the trouble, release the code, and benefit from other's input.

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