"luac5*.exe" and "lua5*.exe" in Windows now contain support for command line globing (so you can use "lua5.1 *.lua").
Each binary package has less sub-directories. Packages for Windows are in "zip" format.
The source code package includes makefiles to build the same binaries as
LuaBinaries. Also has IDE projects for Visual C++ 6, 7 and 8.