setup(
    ...
    options={
        'build_exe'={
            'includes': ['speech', 'pyttsx'],
        },
    },
)

C:\Python27\Scripts\dist>script
Traceback (most recent call last):
  File "C:\Python27\lib\site-packages\cx_Freeze\initscripts\Console.py", line 27
, in <module>
    exec code in m.__dict__
  File "C:\script.py", line 10, in <module>
    import speech
  File "build\bdist.win32\egg\speech.py", line 112, in <module>
TypeError: Error when calling the metaclass bases
    cannot create 'NoneType' instances

import sys
from cx_Freeze import setup, Executable
#build_exe_options = {"packages": ["speech"], "excludes": ["speech"]}
build_exe_options = {"includes": ["speech"]}
base = None
if sys.platform == "win32":
    base = "Win32GUI"
setup(  name = "guifoo",
        version = "0.1",
        description = "My GUI application!",
        options = {"build_exe": build_exe_options},
        executables = [Executable("script.py", base=base)])