I've had one or two portable apps running on the drive where I want to have the same settings, etc. on every computer I go to. Then, I discovered a really nice package of portable apps for Windows. It includes all kinds of really useful utilities across the spectrum from network utils to media tools and office apps.
Now, I've pretty much got at least one app from this collection running at all times. I now don't have to set up all of my putty session settings, FTP settings and other site configurations over and over and over again on every computer I use. I just plug in and away I go.
And, on a related note, I will definitely be using InstallPad, which showed up on Lifehacker to build up a list of the non-portable stuff. It removes the pain of having to track down all of that stuff you forget about how dependent you are on it.