Recently, I was at work and looking for a copy of CamStudio. When I Googled it, I came across portableapps.com. PortableApps has a portable copy of CamStudio here. It's not in their index but I found it in the beta testing section.
So I nosed around PortableApps some and they have a nice collection of applications packaged to install and run on a USB drive. Examples are Firefox, 7-Zip, gaim, etc. If you don't find what you want, look around in the beta testing section mentioned above. I found a portable skype there.