Other solutions
The Starpack/Starkit technology has gained huge popularity over the years, and is the "number one" solution when it comes to creating a single standalone executable file, and you will most likely be pleased with it, but it is worth mentioning, at least, some of the available alternatives.
One of them is a freeWrap program, available at http://freewrap.sourceforge.net/. Binary compilations are available for both Windows and Linux systems, but you can also attempt to compile the source code (also available on the website) on other platforms. Basically, the functionality of freeWrap is similar to Starpack technology: it can create executable files with Tcl/Tk and your wrapped application, and it has similar constraints such as the lack of the ability to modify its contents. Also, its licence allows you to use it free of charge. Personally, I found it hard to use and feel that there is no reason to leave Starpack in favor of freeWrap.
An other solution is TclApp, which comes as...