I know what Cythons purpose is.  It's to write compilable C extensions in a Python-like language in order to produce speedups in your code.  What I would like to know (and can't seem to find using my google-fu) is if Cython can somehow compile into an executable format since it already seems to break python code down into C.
I already use Py2Exe, which is just a packager, but am interested in using this to compile down to something that is a little harder to unpack (Anything packed using Py2EXE can basically just be extracted using 7zip which I do not want)
It seems if this is not possible my next alternative would just be to compile all my code and load it as a module and then package that using py2exe at least getting most of my code into compiled form, right?
Aftershock's answer is good, what I want to say is about run app without console. Most like Aftershock's answer, if you want your application run without console, two points are important:

Replace all the main() function in the ".c" file made by cython --embed with wmain()
Add /subsystem:windows /entry:wmainCRTStartup to the end of cl.exe ...  command
Can Cython compile to an EXE?