In response to a reader request, I just finished putting together one more part, this one covering
compiling in release mode.
It's part of the main tutorial series. Essentially it covers building in release configuration, provides the required Visual Studio 2010 dlls and then covers what files need to be shipped with your game for someone else to play it.
If you are looking at distributing a 1.6 SFML game, even if you didn't run through my tutorial, this post should probably be of use to you. Building the DLLs themselves is a bit problematic, thanks to the statically linked freetype library, which caused me one gigantic headache. That is why I provided them in a zip.