It’s true we don’t have a standard policy for installing Python scripts yet, though we do have a growing library of these things. One problem is that on Windows, it’s not obvious how to install them usefully to people who are not running a Cygwin or other unix-like shell.
One answer is just to ignore that particular problem, and install these scripts in a standard place (e.g. /usr/local/panda/bin) where they will be convenient to Unix users, and let Windows users either do without, or install a Unix-like shell. Since these tend to be command-line tools anyway, that’s not altogether unreasonable.
Another answer is to install .bat files for Windows users that invoke the Python interpreter correctly. genPyCode is installed in this way, for instance. This gets to be a nuisance when there are more than a handful of scripts, though.
(Note that pfreeze.py is just a work in progress and is not likely to persist in its current form for long.)
David