Can I create a self-extracting archive for Mac? In Windows I can create self-extracting archives, which end in exe instead of rar, and then you don't need to have an unarchiver available to extract them. How can I create a self-extracting archive for Mac?

I need to distribute for download a large (100 mb when compressed) archive from a server to many mac users. I'd rather use a better compression like RAR or LZMA, but I need to be sure that it can be opened by everyone without needing to install anything.
OSX contains an unarchiver so you don't need the equivalent of a .exe so you can extract on any machine and not be stuck as you are on a Mac when you receive a Windows self-extracting archive

To archive select the files in Finder. Command-click or right-click and choose compress from the menu - you will get Archive.zip. To unzip just double click on the .zip file

The tool that does the unarchiving is Archive Utility.app and understands various compression schemes from Wikipaedia including bzip2 which can be better than zip - but you need to compress using a command line tool bzip2