Well, I figured I'd be all democratic about this. What is better? To have a large download where 90% of the files don't change often or a split of the game and data package? Obviously, the second is nicer on my network, but adds some complexity to the game.
I could also make two versions, an all-in-one installer that does everything and a split package.
Not sure how to handle additional themes (probably going to be added with the next round) in either case.