What's on Your USB Pen Drive?

gmhowell asks: "With the popularity of USB pen drives, I've thought it time to join the crowd and get one. But I'm curious as to what is so important that you should always have a copy. Clearly PuTTY or your favorite SSH client is important. Perhaps with some keys. But what else? A copy of your browser cookies? MP3s? Pictures? What other software is smart enough to run from a portable medium without need for an installation? (Yup, MAME and z26 seem like likely candidates)."