Back in the days when I was working with Delphi I loved the way that the service exe itself included the ability to install and uninstall it without requiring a seperate utility. This made deployment (and removal) a lot easier – especially if this needs to be explained in a short email.
The topshelf project provides this functionality. The service starts it’s life as a console application (for developer convenience) and can directly be installed as a service. It even by default provides command line help.