If you want some code for MSVC, ming and cygwin try:
This contains a copy of Zmake which has rules for building python, the python library, a python console, extensions in Setup files, extensions in unix makefiles (simple ones only) and extensions in dsw (yes, it imports MSVC 6.0+ project files to zmake format!). It is also integreted with Gorden's freezing system. Simply "make" all the scripts you want to freeze and the system does the rest. Frozen scripts are placed in MPZ at the toplevel directory.
It is supposed to work with the listed compilers but since I use VC only they may be broken. Next week I'll put up a new release with some documentation and a revamped python library builder. The new one generates a correct config.c based on which modules you want in the library. It has a SuperFreeze option where you point it to a directory containing a bunch of Setup files and a start script. It will then freeze everything - scripts, extensions, python library and a console into the one binary ;)