I went to a VMware seminar last month. I was interested in their Virtual Desktop Infrastructure (VDI). I felt kinda out of place there in my sport coat and button down shirt. There were a lot of pony tails and jeans!
One of the related products they pitched was Thinstall. You can read about it for yourself here. Microsoft has a similar product in Softricity.
While I was researching it, I came across Thindownload.
This guy takes free software and packages it with Thinstall.
I've downloaded a couple of them and they work fine.
The kind of things I've done with them is that one PC I use occasionally runs in user mode and has USB devices blocked so I can't run my Portable Firefox. So I just go to Thindownload and get Firefox. Or you can play with applications without doing a full install, e.g. Google Earth.