Edit: Due to the large amount of addons, I am only listing those that are known NOT to be portable. Please only report addons that don't work.
As an avid user of FireFox Portable, I use alot of addons. However, I don't like to leave traces on the PCs I visit. So I decided to begin a short list of addons that are not portable. If you know an addon that is not portable, please comment.
Adobe Flash: Leaves settings behind/Alternative installer [Link]
AVG Safe Search: Local install required
CoolIrs: Leaves settings behind/Requires flash on host PC
FireShot: Leaves settings behind
Java: Local install required*
Java Quick Starter: Local install required
Silverlight: Does not work
*Although there is a Portable Java, it does not integrate with FireFox portable at this time.