The Knoppix distribution barely needs an introduction. It was the first popular distribution to provide a LiveCD; in other words, a bootable CD-ROM that runs a turn-key Linux system with no requirement for a hard-disk — any system already installed on the machine will be left untouched. Automatic detection of available devices allows this distribution to work in most hardware configurations. The CD-ROM includes almost 2 GB of (compressed) software.
Combining this CD-ROM to a USB stick allows carrying your files with you, and to work on any computer without leaving a trace — remember that the distribution doesn't use the hard-disk at all. Knoppix is mostly based on LXDE (a lightweight graphical desktop), but many other distributions provide other combinations of desktops and software. This is, in part, made possible thanks to the
live-build Debian package that makes it relatively easy to create a LiveCD.
Note that Knoppix also provides an installer: you can first try the distribution as a LiveCD, then install it on a hard-disk to get better performance.