The best program i´ve ever knew of this type is DemoManiac.
It was used in some pirated disks intros by some groups back in the day. I remember seeing a nice one from Paradox. Simple, but really nice.
In this program you can also use some of your own code besides the program´s own features.
It has been included in the Amiga Format issue 60 (Jun 1994). The 60b coverdisk:
http://amr.abime.net/coverdisk_index_4This version can´t save the demos as standalone executables. But you can find the complete program somewhere else ;-)
Regards.