ive used the program Spacemonger for quite awhile, its great for knowing what large garbage is on your PC.
even if its not officially integrated, its still a handy tool for anyone using their Portable apps flash drive as a diagnostic tool (thank god for ClamAV portable, thats was a huge help!)
another good one to integrate would be CCleaner
ive done it already, by creating a .bat file that has the lines:
regsvr32 /s ccleaner.dll
regsvr32 /s CCSubTimer.dll
regsvr32 /s CCSystem.dll
regsvr32 /s lang-1033.dll
start /wait ccleaner.exe
along with the installation file, my coding skills suck, so i bet there are better ways to do this. but it is handy and would be even handier if it was made official.
finally, an Xchat portable would also rock.
http://www.silverex.org/news/ has it compiled for Windows. but realistically any irc portable would be nice.
there are a few more i would recommend, but they require java to be installed (which doesn't seem to be in the true spirit of not requiring anything else to be installed)