Program: Cheat Engine
License: Open Source
Description: Cheat Engine is an open source tool designed to give you the upper hand in games, but also contains other usefull tools to help debugging games and even normal applications.
It comes with a memory scanner to quickly scan for variables used within a game and allow you to change them, but it also comes with a debugger, disassembler, assembler, speedhack, trainer maker, direct 3D manipulation tools, system inspection tools and more.
Website: http://cheatengine.org/
Other: It saves its settings under HKCU/software/Cheat Engine/
It also creates temp files under the program folder that are used for scanning and it will probably be bad if they are saved to the portable drive since it reads and writes to them a lot.