ctInstaller Suite

Some features most installers really lack of:

Unicode aware (but still supports Win9x)
Uninstaller which can delete itself (DeleteFileA/W)
No temporary files created
All information etc. is stored in the final setup executable, which can be reopened.
Can directly import regestry files. No further editing once included!
Can remember users choice of components, and allowes a fast reinstallation/update
Dynamically downloading of components (and dynamically shows if internet connection is required during setup process)

Drawbacks:

So the decompression is extremely fast, the compression factor is bad; Not compatible with other programs
Uninstaller requires RunDll32 (included with Windows)
Some privilage issues, esp. on Windows Vista (pretty much untested)
Not very extendable
The setup creator itself does not support unicode
No multilanguage support
Custom custom script (needs even some knowledge to install files without any (optional) component