[qyot27]

In the interests of being cross-platform, I'd suggest using actual tarballs, not zip or 7zip archives. There's a much longer history of package management dealing with either tarballs (usually for source, sometimes for standalone binary distro) and distinct packaging formats (for binaries; deb, rpm, etc.). If LZMA2 is desired, it's not like tar.xz is at all exotic anymore (and tar.gz is nigh-ubiquitous); or even tar.bz2, for that matter.

There's going to be an issue either way: Windows doesn't natively have an untar program, and OSX and Linux usually only go as far as zip (and that can be kind of iffy, depending on which distro you're talking about here). But due to the typical conventions of Windows software distribution, it's probably a lot simpler/less of a hassle to just include a copy of tar itself with the package manager than having to resolve the necessary dependencies in the *nixen first.

Not to mention that for OSX/Linux you're going to need to deal with filesystem permissions (or even the possibility of symlinks), and so tarballs are more well-suited to the task.