If you make web sites, you may be interested in the new portable web servers that are available. You can run Apache, PHP, MySQL and other tools from a USB thumb drive.
There is another portable webserver called WOS Portable that includes Apache, PHP (4 and 5), MySQL, ImageMagick, and the Typo3 content management system. The "WOS" is for "webserver on a stick".
A sample use for these webservers would be to do put WordPress on a USB thumb drive to carry around with you.
Other useful portable applications for making web sites are Portable Firefox, Portable GIMP, and Portable Filezilla. There is also a free WYSIWYG HTML editor that runs on a USB thumb drive called NVU.
These portable apps are only for Windows, but most of the programs run on Linux also or have equivalents. Most live Linux live CDs do the same thing, but if you can't boot into a live CD and are stuck in Windows, these are useful tools.