[Distutils] What binary formats should we be distributing?

pymssql uses Cython and the FreeTDS C library to support connections to 
Microsoft SQL Server.  We would like to distribute binary packages to 
ease installation for users.  Our current build matrix looks like this:

https://github.com/pymssql/pymssql/wiki/Build-Matrix

However, we are trying to cut that down some since, by the time we 
support 5 versions of python (2.6,2.7,3.2,3.3,3.4), we are having to 
release 30 and now, since we are considering .msi files, maybe 40 files 
per release.

I'm trying to figure out if there are any downsides to:

  * replacing our .exe with .msi (lxml uses .exe, but we noticed Python
    itself is shipping .msi files now)
  * only shipping wheels and no longer shipping eggs

I would also appreciate any other thoughts regarding what kind of binary 
formats a "responsible" package owner would ship.

Thanks.


*Randy Syring*
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