Last time I tried Lazarus on a linux comp, i got a 11 Megabyte hello world form (on fedora core 4, latest version of fpc and lazarus, 2 month ago).

Maybe there is some cool options to decrease it, but they weren't obvious for me at this time.

@ Lifepower : the reason you get such big exe (in delphi and lazarus) is, for what I understand, the VCl (and it's lazarus version). It's like a "delphi framework" your exe get with them. It's the same for every language with such runtimes, Visual basic has it's runtimes, .net has it's framework.
The point is that delphi's application always include them into the exe, but yo ucan, into the option, select to use the package out of the exe, and then you have a small exe but you must provide the corresponding .bpl (delphi give you the list).
It's just like having to give VB runtimes with your application, or the .net framework.
It's even better if you plan to update it, as you won't have to update a big exe but rather a small one (as i don't think you will be updating borland's vcl package ).

What we may see has a disadvantage right now is in fact an advantage for delphi, as your program are released to work without any other installation (wich VB didn't support with his first version [i think the latest support it], and wich .net support only with some obfuscators like xenocode wich adds the framework to your exe, and belive me then the delphi exe looks like smalls ones).

Hope i made it clearer.