You can deliver AVI files out of Final Cut using Quicktime Conversion. Or straight out of Quicktime Pro but you're fairly limited in terms of what codecs you can use.
That said, there's no reason why people using windows can't view Quicktime files or .mp4. If your windows viewers are asking for Divx files (which use the .avi extension) you'll need to install the Divx codecs - http://www.divx.com/divx/mac/
You could also go down the PhotoJPEG route as outlined by Rich here: