WTL on Windows gives me:
- compact executables: small and fast
- easy-to-install executables: no DLLs needed
What's wrong exactly with nsis installer? It gives you one .exe file, and the installation can be 100% automatic (no clicks if you want so -- double click on the .exe and in some 10 seconds it's all installed for you).
See http://nsis.sourceforge.net
- mature GUI
That'd be Qt you're thinking of, even if you don't know it yet :) I can't think of anything more cross-platform, mature or easy to use. Yes, it does link statically. Compared to Qt, WTL/MFC are ugly hacks. Once you switch to Qt, I bet you won't want to use WTL ever again. Just give it a try.
But I'm way off topic. No, I don't have much to do with either of the projects I mention, besides using them.
Cheers, Kuba