People also often ask "How can I compile Perl?" while what they really want is to create an executable that can run on machines even if they don't have Perl installed.
There are several solutions, I know of:
Other recommended solutions?
In addition to the three tools listed in the question, there's another one called Cava Packager written by Mark Dootson, who has also contributed to PAR in the past. It only runs under Windows, has a nice Wx GUI and works differently from the typical three contenders in that it assembles all Perl dependencies in a source / lib directory instead of creating a single archive containing everything. There's a free version, but it's not Open Source. I haven't used this except for testing.
As for PAR, it's really a toolkit. It comes with a packaging tool which does the dependency scanning and assembly of stand-alone executables, but it can also be used to generate and use so-called .par files, in analogy to Java's JARs. It also comes with client and server for automatically loading missing packages over the network, etc. The slides of my PAR talk at YAPC::EU 2008 go into more details on this. There's also an active mailing list: par at perl dot org.