Ah yes.
Well, you could blatantly assume the user has OSQL or SQLCMD living somewhere on their PC, but that may not always be the case.
HOW are you deploying?? You could write a custom action in C# to use SMO (SQL Management Objects) to execute the script; this will provide all sorts of SMO goodness that you could exploit. If you want some idea behind SMO and how it fits together, take a look Bill Graziano and my SQL scripting tool (http://www.codeplex.com/scriptio) - source code is there, obviously.
And so the kief looked and lo, it was kief.