Hello all,
I would like to suggest the use of a smaller installer and then one or more large data files.
The point of this exercise would be to make the installation process start and inform the user faster that it has actually started. Unlike the current trend, not only for gog games, where you double click the installer and then have to wait for a while wondering if it started or not.
This might be down a virus scan starting when one runs the installer but who runs windows these days without AV software?
Have a good one!

Bah, I'd rather have less files to hassle with. Besides, I see the installer instantaneously, so I'm not bothered by it.

I'M STUPID AND I LIKE IT JUST FINE.

I do know that the installer for Beyond Good And Evil took a hellish time to start up for me. It did the first integrity check, and then nothing happened for two minutes. No window, no progress bar, nothing in the system tray, nothing. Then it did the second integrity check (which I still don't understand), and then the installer started.
I don't necessarily want more files (I'm actually fine with one), but some sort of indication that the program is actually working and hasn't crashed, would be nice.

I almost always skip the integrity check.

That wouldn't really save any time, as the integrity checks themselves only take a couple of seconds. It's the time between them that's long as hell, when the installer is big.

I've had some checks take much longer than I had hoped.

With larger games, like Painkiller, they already do that. Chances are, the size of the installer is not really an issue, as much as your AV scanning (as you mentioned). I don't run AV all the time (yes, there actually are Windows users who do that) and I've never had an installer launch less than instantly after the integrity check.
EDIT - Also, if you want to give GOG suggestions, you're better off posting them in the GOG.com Features Wishlist thread or sending them directly to GOG through the feedback link at the bottom of the page. Unlike most companies, GOG actually listens when you send them feedback and they have actually already implemented some user suggestions.

Under Vista, large files may take even 5 minutes to open
... And there's no sign of them opening, no way you can tell

I'm running on XP.
Odd. I'd e-mail GOG about this since they support Vista (although why I couldn't tell you).

Look at support articles, there's one about long launch-time under Vista

This is clearly a technical issue with the installer format. It also fails to report the need for access elevation, which slows down the process even more.

Yeah, unfortunately it doesn't help. Five minutes after I launched Vista for the first time, I switched UAC off, as has every other Vista user I know. It's been off ever since, and it still takes a looooong time to start large installers.
But then, anything file related takes a long time in Vista. I don't know what Microsoft did to the file handling code, but I suspect them of filling it with unnecessary loops. God knows it's slow as hell. XP handles files much faster, which leads one to wonder what the hell they thought they were improving when they changed it for Vista. They sure didn't optimize it for speed, or if they did, they're just horribly inept programmers.

Yes, Vista's technical issue.