I've done the Live CD/USB, and that worked fine, but for the lack of being able to save data. Persistence is an option, but what I'm really looking for is a full fledged bootable install on a USB ...
Windows: Want to try out a flavor of Linux or other LiveCD-based tool without installation or even having to exit Windows? MobaLiveCD has updated to include support for both LiveCDs and bootable USB ...