Some of these do require installation but the EXE can be copied from the computer and placed on a portable device. No extra files are needed and they run fine.
SilentNight - CD/DVD Burning
http://www.silentnight2004.com/Micro.html
uTorrent - P2P File Sharing
http://www.utorrent.com
Defraggler - Disk Defragmenter
http://www.defraggler.com
JkDefrag - Disk Defragmenter
http://www.kessels.com/JkDefrag/
Webroot Analyzer - Vulnerability Checker
http://webrootdisp.net/analyzer/
Portable Anti-Virus - Virus Detection
http://www.data0.net/index.htm
Autoruns - Startup Manager
http://www.microsoft.com/technet/sysinternals/systeminformation/autoruns...
StartUpLite - Startup Manager
http://www.malwarebytes.org/startuplite.php
Avast! Virus Cleaner - Virus Detection
http://www.avast.com/eng/avast-virus-cleaner.html
ATF-Cleaner - Disk Cleaner
http://www.atribune.org/content/view/25/2/
F-Secure BlackLight - Rootkit Detection
http://www.f-secure.com/security_center/
BootSafe - Boot Settings
http://www.superadblocker.com/bootsafe.html
Dr. Web CureIt - Virus Detection
http://www.freedrweb.com/cureit/
WD Disk Check - Hard Drive Checker
http://support.wdc.com/download/
DriverGrabber - Driver Backup
http://www.siginetsoftware.com/forum/showthread.php?t=34
DTaskManager - Alternate Task Manager
http://dimio.altervista.org/eng/
FileASSASSIN - Secure File Shredder
http://www.malwarebytes.org/fileassassin.php
Hidden XP - Tweaking Tool
http://camtech2000.net/Pages/hidden_utilities.htm
Pocket Killbox - Secure File Shredder
http://killbox.net/
MyUninstaller - Uninstall Manager
http://www.nirsoft.net/utils/myuninst.html
Optical Info - CD/DVD Drive Checker
http://www.alexnolan.net/software/opticalinfo.htm
Panda Scan - Rootkit Detection
http://research.pandasecurity.com/archive/New-Panda-Anti_2D00_Rootkit-_2...
Prefetch Control - Tweaking Tool
http://www.majorgeeks.com/download2495.html
Prevx CSI - Malware Detection
http://www.prevx.com/freescan.asp
RockXP - System Information
http://www.rockxp.org/
Rootkit Revealer - Rootkit Detection
http://technet.microsoft.com/en-us/sysinternals/bb897445.aspx
AVERT Stinger - Virus Detection
http://vil.nai.com/vil/stinger/
System Spec - System Information
http://www.alexnolan.net/software/sysspec.htm
Xpy - Malware Detection
http://xpy.whyeye.org/download/
YamiPod - iPod Manager
http://www.yamipod.com/main/modules/home/