We have built installers for Mac OS X (a DMG file) and for Windows (an interactive installer). They come with MPS itself as well as all necessary plugins. While we have not yet built an "official" release with those, the nightly builds already ship with these installers.
Currently there are still a few limitations. For example, the Mac Installer does not ship with dot and gcc/gdb/make, but you easily install those via brew. The Windows Installer comes with everything, including an msys environment. Both do not yet automatically install the tutorial; but that can be downloaded and unzipped easily.
So: not perfect yet, but significant progress.