There are a few tools that make working with solution packages (WSP) a little easier.
After you build a feature and want to deploy it, you can do that through a solution package (WSP files). To build a WSP file you need to write a manifest and a DDF file, which isn't really much fun to do, but there are a few tools which can automate that process.
WSS 3.0 extensions for Visual Studio adds several useful project and item templates to Visual Studio. For example, if you use the Web Part project template it will automatically generate the necessary files to build and deploy your solution package. Just press F5 and your solution will be built and deployed, the WSP will be generated and even a nice batch file will be built which will allow you to install and uninstall the Web Part to a specific site. This is nice when you have a single feature to deploy, but gets complicated when you need to add more files to your solution (layout files or different features, for example).
Note: If you are seeing an "Object reference not set to an instance of an object" exception when trying to deploy a solution this way, you can use the Missing Feature utility to try to solve it.
The Deployment Solution Template is a project template you can add to Visual Studio that will help you build your solution package. It contains a TEMPLATE folder which will be added to your solution, where you can put layout files, images or controls templates, for example. It also allows to specify the safe controls in a simple way. You can build your features right into this project or separately in another project and just copy them over.
Another nice tool is the WSPBuilder, a console application that generates a solution package based on a "12"-like folder structure (the same structure you can find in the "%Program Files%\Common Files\Microsoft Shared\web server extensions\12" folder). Very useful if you have a lot of files and features that you need to deploy. Just put your files in a folder structure as you would manually put them in the aforementioned folder, point the WSPBuilder to it and voila.
Now that you have built your solution package you will want to deploy it. If you want to do that manually a simple way would be to use the SharePoint command line tool:
stsadm.exe -o addsolution -filename "solutionname.wsp"
Now that your solution was added, you need to deploy. You can do that through the deploysolution command, but besides directly using the command line or building a batch file that will add and install or retract the solution for you, there is another nice option.
The SharePoint Solution Installer is a Windows application that provides a user friendly way to setup your solutions. You can set it up to use the operations you want: add, deploy, activate, update, retract and/or remove your solution. You set its configuration through an XML file. The installer has many other goodies. Before proceeding with the installation it will check if all requirements are met. It even has workarounds for some common errors. It also provides the possibility to include documentation. Unfortunately it also has a few limitations, including only supporting a single feature inside a single WSP file for each setup.