Merging assemblies
Fabrice points to an MS Research tool called ILMerge that can be used to merge multiple assemblies into one. This reminded me of some tinkering that I did a while back with creating single-file executables. I didn't have an explicit need for this, really, but from an aesthetic perspective there's something nice about a program that consists of just a single file. Plus, it's the ultimate in xcopy deployment.
Anyway, I took a different approach from the MSR guys - I embedded the referenced assemblies as manifest resources in the executable and then hooked into the ResolveAssembly event of the AppDomain. It seemed to work pretty well. If anyone's interested, I posted a sample of my tinkering here.