Currently, the most pragmatic approach to making a component is to make
a project with its own changeset.  The project can include any necessary
data, the changeset can include method-granularity changes to the class
hierarchy, and the chengeset can include a post-installation script that
will run when the project is loaded.

It's tricky to remove such a "component" once it has been added to an
image.  But, you can go a long way with this.

As a bonus, you can post projects on Bob's Superswiki (or a superswiki
of your own creation, if you want to go to the trouble).  Then, everyone
can just download it.