There are serveral reasons why I don't use an installer for my programs:
1. Most of my programs simply do not need it. Just unzip the files and they are ready to run! To uninstall a program remove the unzipped files and it's gone...
2. Installers usually add a lot of overhead to an application (kilobytes). Since my webspace is limited (and expensive) I'd like to keep my programs as small as possible.
3. Installers have the bad habit of making all kinds of changes to your PC or overwrite important system files.