[nandhp]

The Mac App Store is not (yet) the only software source, though that restriction is available as an opt-in setting in System Preferences.

Applications from outside the App Store run just fine, as long as they're signed with a developer certificate. The certificate presumably costs $99/year, but you don't need Apple to approve your application.

http://support.apple.com/kb/HT5290

[josso]

The certificate is free, but does require you to register an account at Apple.

[jpttsn]

Furthermore, you don't technically need the certificate. The deafest are protective but the system will happily launch unsigned apps if you right click them.

[nandhp]

True, but that's a much higher barrier than "This application is from an unidentified developer. [OK]".