Of the many portable apps that I keep installed on my pen drive and use on a daily basis I love Keepass probably the most.  This one is great because it easily organizes and stores you passwords, usernames, and URLs for all the accounts that you have.  It then encrypts these all into a local file.  Only thing is you must remember the original password to unlock the file!  This is great for remembering the 500 email accounts you have as well as everyone in your family’s wireless information that you setup and all the web hosting passwords and usernames I have to remember.  Some other portable apps I tend to use a lot are: PuTTY, WinSCP, Open Office, Firefox, and Thunderbird.  All are light weight and fit on a pen drive no problem.