In that case, you can link as well everything statically. That's what one of my open source projects is about. [1]
Linking everything statically works usually quite well, except if you use libraries that make some assumptions about being dynamically linked (e.g. GTK+).
The benefit is that you have one big EXE file for which you don't even need an installer. Also, it is usually smaller than the previous bunch of DLLs because static linking omits code that won't be called anyway. You can even run an EXE packer [2] on your result, making it even small and easier to deploy. The total memory usage, however, stays the same, of course.
The downside is that you need a good build system for that.
[1] http://mingw-cross-env.nongnu.org/
[2] http://upx.sourceforge.net/