You know, I was just thinking about this the other day. My solution is to provide a lightweight homemade installer that just copies the app into /Applications and then launches it. Not a full blown installer pkg, just a small app.

A windows user recently tried out an alpha of my app. He may be new to OS X but he's not new to computers (he a windows programmer), and he did have trouble with the concept of a disk image and "installing" my app.

Also, the process of installing via disk image is quite messy:
1) Double click dmg file to mount
2) Click on mounted image in finder (is this done automatically)
3) Open a new finder window with /Applications (if there is no alias in image)
4) Alt-drag app to /Applications finder window
5) Eject image
6) Delete dmg
7) Go back to /Applications window
8) Double click your new .app

That's too much.

(I personally have /Applications in my dock but it's not default so I assume most people don't.)