How do YOU hide your malware?

Do you just compile it and leave it as a simple .exe, and then hope the target will be curious enough to open it? Do you find the source code of a fun little game somewhere on the web, and incorporate it into your source? Or do you change the icon of the executable, change the extension to .avi.exe and hope the target is a retard?

More like hackers on Peyote joints.