There's still lots of pros for a linux live-CD like Knoppix.
It's basically virus/trojan proof, reboot and all possible vermins are gone, not that they exist that much within linux.
You can boot up a computer which has a corrupted OS or no HD.

I haven't done this but you can create a persistent home by clicking the penguin icon, trace up to 'Configure', click 'Create persistent home directory'.
Then at boot use the one of the cheatcodes:
myconf=/dev/sda1 (this is for usb, replace if needed with the device/partition where you have the persistent home)
myconf=scan (to use automagic scan for the location)

After creating the home you can use klik to install software: http://klik.berlios.de/
There's a lenghty thread about it in: http://www.knoppix.net/forum/viewtopic.php?t=7680