I'm thinking about using Python as an embedded scripting language in a hobby project written in C++. I would not like to depend on separately installed Python distribution. Python documentation seems to be quite clear about general usage, but I couldn't find a clear answer to this.
Is it feasible to deploy a Python interpreter + standard library with my application? Would some other language like Lua, Javascript (Spidermonkey), Ruby, etc. be better for this use?
Here's the criteria I'm weighing the different languages against:

No/Few dependencies on externally installed packages
Standard library with good feature set
Nice language :)
Doesn't result in a huge install package

edit: 
I guess the question should be: 
How do I deploy my own python library + standard library with the installer of my program, so that it doesn't matter whether the platform already has python installed or not?
edit2: 
One more clarification. I don't need info about specifics of linking C and Python code.
To extend the answer by gimel, there is nothing to stop you from shipping python.dll, using it, and setting a correct PYTHONPATH in order to use your own installation of the python standard library. They are just libraries and files, and your install process can just deal with them as such.
Deploying application with Python or another embedded scripting language