When you install Commerce Server 2007, you are presented with three options:
Deploying the Business User Applications by using the included MSI is not a bad option if you only have a few users in your organization using the applications. But if you have a lot of desktops in your organization on which you need to support running the Business User Applications, you really should consider deploying them using ClickOnce technology. That way when updates need to be deployed, for example the updates to these apps that were released as part of Commerce Server 2007 SP1 just last week, you don't need to install the updates on each and every desktop. Instead, you simply update the image on a central server and the updates are automatically downloaded to each user's local cache.
The Commerce Server team performed some basic testing of the ClickOnce scenario with the released versions of the applications, but as Søren Spelling Lund posted to his publicvoid.dk blog, if you have customized the apps using the Commerce Server 2007 Partner SDK (link is to the updated SP1 version), there's a minor gotcha. So if this is a scenario you are thinking of pursuing be sure to see Søren's blog post for the fix.
For more information on ClickOnce and Commerce Server, hop over to Wade Wegner's blog - I just discovered that he posted some additional background information on ClickOnce and using it to deploy the CS2007 Business User Applications.