Calling all Slingboxers! SlingPlayer "Just Works" as a portable app :-)
(Disclaimer: This may or may not be old news, but I did a forum search and didn't find any mention at all of this.)
SlingPlayer works fine perfectly off a USB device, and thus in PortableApps. All you have to do is copy the "SlingPlayer" folder from (by default) "C:\Programs Files\Sling Media" to the device, or the "PortableApps" folder.