Windows only: That extra thumb drive you have lying around is great for portable apps suites, but if you’d rather leave out the hardware altogether, free web service Spoon lets you run a ton of Windows programs right from the cloud.
You will have to download and install a small plugin for this to work (so if you’re blocked from doing so, you’ll have to stick with the thumb drive), but after that you can run a ton of different programs without downloading or installing anything. Apps available range from TweetDeck to Notepad++ to Thunderbird to even browsers like Chrome, Firefox and Opera. It can also run a large number of games, both small (like Pac-Man) and large (like Second Life). You just find the app you want to run in their database, hit Launch, and the app will start right up in Windows. It’s incredibly simple, but really cool if you need to run any of these apps on a computer on which they aren’t installed.