Portable Firefox and Portable Thunderbird are two apps that I can done with finding earlier. The university computers don't have Firefox or Thunderbird installed (although the Linux clusters do have Mozilla 1.7.3) and so I've had Fx and TB installed to my user space. Alas, upgrading to the latest versions has caused them to go a bit odd, so having proper portable versions is very welcome. I gave Portable Firefox a spin today and it seems to work as advertised and I'll get Portable Thunderbird installed at the next opportunity.
I don't yet own a USB keychain but if I do get one I'll be installing them to one. This is what I like about open source - it allows innovative uses of the product like this which proprietary software couldn't do. Take Knoppix for example - you can't (easily) do that with Windows, can you?

Ooh nice! And it works beautifully with the IE5 theme. Looks like I need to learn how to UPX pack Firexplorer though now.
Try Morgan Computers for the USB flash device. Belkin ones seem to be great value for money !