Bootable USB drives: A storage device such as a SuperDisk, Zip disk, or other USB storage drive can be used to hold a valid system folder and used at startup.
Live cd only write to the swap partition if your pc has one.
If it doesn't it'll only use your RAM.
Wikimedia Commons has media related to Live USB. |
Wikibooks has a book on the topic of: Live distro and Full Linux Install |