Downloading choices?

[Codaeus]

I'm seeing on various sites that when one goes to download an app, some sites have multiple choices. One I'm looking at right now has:
1. Download installer version
2. Download zip version
Some sites have even more. What's the differences, and how do I decide which option to pick?

 

[voyagerfan99]

If you want to install it, download the EXE installer. If you don't want to install it but quickly run it or run it off a flashdrive, then download the ZIP version.

 

[Geoff]

It depends on the software, some offer what Voyager mentioned, an executable that installs to your system or a ZIP which runs out of a folder without needing to be installed. However some sites offer both, with the ZIP just being a compressed EXE if your security settings don't allow downloading and launching of EXE files from the web.