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I've wanted another related feature:  I wrote an image
viewer program using pygame.  It works nicely on windows and
unix.

In the source tree, I named the script with a .py extension,
but when installing on unix I want no extension, and when
installing on Windows I want a .pyw extension.

Whatever scheme is developed for naming installed scripts,
it should also allow renaming to .pyw on Windows.

My own setup.py replaces build_scripts so that the scripts=
parameter to setup is a mapping {installed_name : source
name}, and provides two functions WINDOWED(s) and
TERMINAL(s) to return s plus the appropriate extension, if any.

Like Fred, I don't think this is an ultimate solution.

My setup.py can be viewed:
http://unpy.net/cgi-bin/viewcvs.cgi/xvp/setup.py