Windows: Whether you're looking to try out Linux or create a Windows troubleshooting tool, LiLi will create a powerful Linux thumb drive, letting you pick your distribution, save data between reboots, or even launch your mobile OS right from Windows.While there are other tools out there that create live Linux USBs, LiLi is a bit more versatile. Not only can you create a live USB stick of any distro you want, but you can also store data and save your settings between reboots, making it a real mobile OS on which you can install programs, make changes, and even update software on. It also hides all your data, so snoopers looking at your USB drive won't see anything you've saved onto it.
In addition, while you can boot directly from the drive as normal, each drive even comes with a portable version of VirtualBox on it, so you can also boot your mobile distro right from Windows. You don't even need to know how to use VirtualBox; it creates an .exe file on the drive that will take you directly into a virtualised session of your mobile distro (note you can't save data from VirtualBox sessions, only from true live sessions). It's a pretty cool utility, and works perfectly browse-without-a-trace OS, though it's really useful for just about any of your Linux needs. Hit the link below to check it out.
Lili is a free download for Windows only, and comes in installable and portable versions.