I think that Inno is the best installer, and is free! Also NSIS is a very good one (in some aspects also better than Inno), but its scripting language is less intuitive then Pascal.
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Reget is fantastic for its low level integration with IE, which makes it to catch also downloads coming from complex redirections. I hope that the future versions of Reget support also the multi-source download (like FlashGet).
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