Using setSeparator was really useful to me!
Just want to mention how useful it is to do create everything in one go:

$this->addElement('radio', '<name>', array(
'label' => '<label>',
'decorators' => array('ViewHelper',
'Description',
'Errors',
array(array('elementDiv' => 'HtmlTag'), array('tag' => 'div')),
array(array('td' => 'HtmlTag'), array('tag' => 'td')),
array('Label', array('tag' => 'td'))
),
'multiOptions' => array(
'<option1>' => '<option1 label>',
'<option2>' => '<option2 label>',
),
separator => ''
));

Regards
-Asmund