What installer/Setup to use?

I'm using Visual Studio 2008 and I want to publish my code.

Should I use the Visual Studio Setup feature, or should i use something like Nullsoft's Installer to place the .exe and other required files where they need to go?

What are the pros/cons of each one?

Offer NSI for those that need it, and give a plain archive for the rest of us (zip/rar/tar.bz2/7z or others), which we can extract where we want and have it work.

.tar.gz

One executable, in one zip/rar/7z/whatever compressed format.

I rage whenever some program comes with an installer that's bigger than the installed program itself.