Every time I install Oracle, I want to install just the Instant Client. This works fine if you don't need the tnsping application. It's invaluable for troubleshooting and everyone I work with always asks if I can "tnsping" the server. So, I generally end up installing the Client with it's fairly bloated install.
To install the Instant Client in Windows, one just needs to put the files in a folder, set the TNS_ADMIN env variable and add the folder to the PATH env. If the tnsnames.ora file is set up properly it should work. When I need tnsping though, I end up installing the client anyway. I think an easier option would be for Oracle to include tnsping in the Instant Client install.