PMFJI, but I'm not sure this was mentioned as another advantage. The compiled EXE will definitely take less space over the separate files. This is accomplished by unchecking Debug Info in the project manager. As the VCXs get embedded in the EXE, the source code is removed, thereby reducing the final size of the EXE over the original files. Smaller is always better!

This is in addition to all the other advantages that everyone else has been talking about in this thread.