Firefox Portable + Zotero add-on works very fine but it would be a great adition to have Zotero Standalone as a portable application too, since
1) some public/corporate computers blocks firefox process;
2) the Standalone version offers the option to manage citations and library in a full window specific for it, without any browser screen things (at least for me this is a plus)
More info on the "it just works as 'portable' " can be found at http://forums.zotero.org/discussion/17582/standalone-zotero-portable-on-...
If you are still looking for a Zotero Standalone Portable, then please try the Development Test release:
https://portableapps.com/node/36565