I create many, rather big installers with NSIS. My main problem is, that NSIS 2.46 lzma compressor is very very slow. It is about factor 2-3 slower than 7zip 9.20 with lzma, and about factor 8-10 slower than 7zip 9.28 beta with lzma2 and multicore support.
It would be great to have lzma2 and thus multicore support in NSIS, as it would give a very great speedup on creating NSIS installers. (zlib or bzip2 are not an option for me, though faster, because the don't compress nearly as good as lzma/lzma2).