Ok.. doesn't necessarily have to be pre-configured to go to a "host".. imagine having Knoppix desktop configured to connect to a remote host online, and pull up your "desktop" of common files (perhaps just a folder), so your hosting service holds all your config information and many of your working files.

I imagine some sort of mount for ftp (or something).. so that a folder "/home/anyware" would allow you to connect to your files... and also your desktop and other settings.

I imagine the process could be done as soon as you boot up:
linux anywhere myhost.com/mydir/
Password:

and then your desktop comes up on any machine connected to the net.