.
The Mac build already is a single file, as far as the user’s concerned (it is an application bundle which appears like a single file). An installer isn’t really needed. I generally just zip the app and distribute that.
Other people put their app on a disk image (.dmg). Personally, as a user, I’m not a huge fan of that, as it’s just extra steps I have to go through (mounting the disk image, dragging the app off, unmounting the disk image, and throwing it away). But it’s quasi-standard.
Finally, if you really feel you must have an installer, .pkg is the standard format. There is an app called Packages that builds these; I’ve never used it, but it comes highly recommended. I would only go this route if your game needs other stuff installed in various places throughout the system. If your game is a nicely self-contained app that doesn’t do this, then don’t annoy the user with an installer; ship as a .zip or .dmg.
That’s right. On a Mac, that will appear as a single file app, like any other.
I think it’s fine. But some devs appear to think a disk image looks more professional, so perhaps that’s the right option for you.