If I want to distribute something made with pyglet, will I be able to package it into an app or will I need to make users install it? I'd rather it be the former. I'm doing active research on this, so if I find the answer, I'll post it here.

You can do the former. I dunno how much work it'll be though

You can do py2app, or I think there is a compile option for python.

"compiled" python scripts don't run any faster or slower, but they start up faster, as all the work normally done in the beginning when you run a script is already completed. IIRC these "compiled" scripts include everything they need/reference