With Android a user can install apps from a none market location, if they set their device to allow it. But face it. Your app will almost not visible and for updates, you need a way to inform the users that there is one. Publishing throught the market is so easy, everyone can do it. And it is only a one time fee of 25 USD. That's all. Also you don't get any copy protection, if you distribute it through a non market location. With the market, there is copy protection now and soon they will enable a some kind of licensing system.