In my experience it's easier and more reliable than PyInstaller or Py2exe to use, and cross plateform (but no cross compilation). It doesn't pack python files with an executable. It translates the Python code to C then compiles it.

Nuikta supports numpy officially, you can even see it in change logs: http://nuitka.net/posts/nuitka-release-0521.html

I haven't tried pickle.