A new Visual Studio template has been added to the latest Visual Studio installer called "Self-Hosted Client-Server Application," and you can use this template to build OWIN-based self-hosted applications that can be deployed via an .exe file and without requiring an installed web container (IIS, etc.) on the serving machine.

The following code shows embedding a given sitelet (Site.MainSitelet) into an OWIN container and starting it:

module SelfHostedServer =

    open global.Owin
    open Microsoft.Owin.Hosting
    open Microsoft.Owin.StaticFiles
    open Microsoft.Owin.FileSystems
    open IntelliFactory.WebSharper.Owin

    [<EntryPoint>]
    let Main = function
        | [| rootDirectory; url |] ->
            use server = WebApp.Start(url, fun appB ->
                appB.UseStaticFiles(
                        StaticFileOptions(
                            FileSystem = PhysicalFileSystem(rootDirectory)))
                    .UseSitelet(rootDirectory, Site.MainSitelet)
                |> ignore)
            stdout.WriteLine("Serving {0}", url)
            stdin.ReadLine() |> ignore
            0
        | _ ->
            eprintfn "Usage: OWIN1 ROOT_DIRECTORY URL"
            1

The OWIN machinery to make this work has been released as a new WebSharper.Owin NuGet package as well. The new Visual Studio template contains this boilerplate code, takes care of fetching the dependent OWIN packages, and calls the generated OWIN container .exe with the right arguments to host your sitelets easily.

Work to add this new WebSharper project template to the MonoDevelop/Xamarin Studio integration is underway.

Let us know what you think and happy coding!