Okay, this is exciting.
I'm proud to introduce CompileIt - an experimental compiler, that allows to compile AutoIt to machine code.
...Kind of. CompileIt does compilation in a similar way the Glasgow Haskell compiler does: translates the code into a lower-level language (in CompileIt's case it's C), and then compiles the code in that language.
Now, this project is still in its infancy, since, although it is simple to use, AutoIt is incredibly complex on the inside (automation, COM, etc.). So, CompileIt can compile only a very small subset of what we know as AutoIt.
Here's a list of things CompileIt (partially) supports (or not):
Numbers, booleans, strings
Some built-in functions
If, For and While statements
Exporting DLL functions (you can now write DLL's in AutoIt, guys!)
No arrays, automation, GUI or COM.
A more detailed list is included with CompileIt.
GCC is required to compile scripts. After you extract the files, run CompileIt.exe and configure it to work with GCC.