Frequently I\'m brainstormed with programming ideas that I would like to directly code. More or less like \"Wow, that algorithm will rock! I need to write it now!\".
For C/C++, DevC++ works off of a usb drive. It runs off of XP, and I believe Vista as well (never tried that). It also has syntax highlighting.
Only problem is (I'm assuming this) is that it doesn't work for other languages.