I'm a huge fan of running programs from my portable hard drive: it means I always have my favorite tools no matter what computer I'm on. Sadly, development tools seem to be hard to get portable at times. I recently realized that the "portable" version of MinGW I was using off my USB drive was actually interfering with a locally installed version of MinGW, so sometimes even the tools you think are portable, aren't.
So what are the best portable development tools that you've used? What runs well on a portable media, leaves the host machine clean, and generally makes moving around easier for you?