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I absolutely hate dynamic linking.  It is big complexity hiding behind
arguments like "easier to update parts of your app", "therefore easier
to introduce new security features", "everything is smaller", ...

In fact, it makes it harder and harder to figure out what you're
actually running.  I find that loss of control very unsatisfactory,
especially in a commercial support scenario.  It also makes installing
my apps harder, since I have to set up an environment instead of just
copying an executable.  In secret, I blame LGPL for the proliferation
of shared libs ;-)

The only shared libs I use with my Lua build are some of the LuaSQL
libs (cause not all my users have all the referenced DB libs).  But I
am seriously considering to change that code to explicitly load the DB
libs on first use of the LuaSQL and then have LuaSQL statically linked
in my Lua build as well.

I have a maximal Lua build with a lot of libs and it runs to 1.5M (on
Windows).  I find that quite large, but compared to most of the
executables (that use DLLs in addition) this is still quite small.