Most reviews that I write involve downloading an ISO of a Linux distribution, burning it to a USB drive or DVD and then installing it to the hard drive before even contemplating trying out the finer features of the operating system.
Knoppix is one of those rare distributions designed to work straight from a USB device. There are other Linux operating systems that work in this way including Puppy Linux and SLAX.
So what would you traditionally use a live USB based distro for? Well if you have done something bad to your main operating system, a live Linux distro provides a quick and easy way to boot your computer to analyse the damage. Even if your host operating system is beyond repair and riddled with viruses you can use something like Knoppix to try and rescue those all important photos that you meant to back up ages ago.