Casper, the Friendly (and Persistent) Ghost
Creating a live Linux USB stick isn't anything new. And, in fact, the ability to have persistence with a live CD/USB stick isn't terribly new. What many people might not be aware of, however, is just how easy it is to make a bootable USB stick that you can use like a regular Linux install. Using the "Startup Disk Creator" in any of the Ubuntu derivatives, creating a bootable USB drive with persistence is as simple as dragging a slider to determine how much space to reserve for persistence!
The concept of persistence has come a long way too. The casper filesystem basically overlays the live USB session, so you actually can install programs in your live session and have those programs remain installed the next time you boot. The same is true with files you might create and store in your home directory as well. If you've ever liked the concept of a live USB, but felt limited by the default set of applications, persistence is for you. In fact, with a sizable USB stick and a little more work, you can make a multiboot USB stick with persistence as well.