The portable version of Python (versions 2.7 and 3.2 are available) can be run from your hard drive or a flash drive. In many ways this makes your live easier, since a lot of libraries are included already. Also, you can take your code to a friend on a flash drive and show it off.
However, it is for Windows machines only!
Portable Python 22.214.171.124
This package contains following applications/libraries:
PyScripter v2.5.3 NymPy 1.6.1 SciPy 0.10.1 Matplotlib 1.1.0 PyWin32 216 Django 1.4 PIL 1.1.7 Py2Exe 0.6.9 wxPython 126.96.36.199 NetworkX 1.6 Lxml 2.3 PySerial 2.5 PyODBC 3.0.2 PyGame 1.9.1 PyGTK 2.24.2 PyQt 4.9.1-1