Live CDs er SEXY Bootable *NIX Distros

Knoppix-STD
Download (FTP, HTTP, BitTorrent)
Cramming as many security tools as possible onto one CD

Auditor
Download (FTP, HTTP)
Security checking

Helix
Download (FTP, HTTP, BitTorrent)
Incident response and forensics

INSERT
Download (FTP, HTTP)
Security rescue and network analysis

Whoppix
Download
Penetration testing

Network Security Toolkit (NST)
Download

also see:
http://www.frozentech.com/content/livecd.php