XYplorer Beta Club

Casual AHK user, I have QuickAHK and AHK-ToolKit v0.8.1.1.
AFAICR, one of them were able to compile to .exe, but I'm almost sure it was relying on pure AHK installed on a system I could trial-and-fail (image-protected).
Few months ago I tried to locate the AHK I used to have but the site was no longer online.

-which flavor I should go for?
-2015: does unicode AHK have any disadvantages compared to non-unicode version, IF such a thing still exists?

From what I read, the ANSI version provides better compatibility with older existing scripts than the unicode version. I don't know about your QuickAHK and toolkit, but in generaI, AHK seems to have branched out into 2 forks at some point:
AHK 1.0 aka Basic, Classic, Vanilla, etc.
AHK 1.1 aka AHK_L - supposedly provides better GUI, fonts and icon handling, error handling, Loop Until and For-Loops, objects, arrays ...
http://ahkscript.org/docs/AHKL_Features.htm

Compiling to exe - I have nothing installed at all, 100% portable only. I compile via command line right out of my text editor, so compiling only takes one single click on my CTB or key shortcut.

AHK 1.1.xx is currently the main official branch (src). So forget AHK_L, the name doesn't exist anymore.
You can think there are now two version of AHK: main 1.1x/1.x and 2.x. But don't use 2.* yet, it's a work-in-progress.

ANSI and Unicode both are available, but you'd work in Unicode unless you use >5-6 yr old scripts

QuickAHK and AHK Toolkit aren't flavors of AHK, but utilities to make ahk-ing easier (although they might include or depend on certain ahk versions)
Still, both of them are pretty old and apparently quickahk has been abandoned. (QuickAHK doesn't support unicode either)

There's also SciTE4AHK. It includes an AHK environment, but consider this a BACKUP, and link your own AHK installation.

Go with the download you get from ahkscript.org. ahk 1.1.xx -- this is the official release.

As far as I can tell, my versions won't compile to exe unless I install one of those you mentioned, right?

You need the ahk2exe (compiler) from e.g. http://ahkscript.org/download/ahk2exe.zip
It's on github as well...

highend's an XY feature.
Some of you, guys, are special.
My public appraisal to all.

SkyFrontier wrote:highend's an XY feature.

So very true.
Same for contributing authors http://www.xyplorer.com/xyfc/viewtopic.php?f=7&t=12509