UNetbootin allows you to create bootable Live USB drives for Ubuntu, Fedora, and other Linux distributions without burning a CD. It runs on Windows, Linux, and Mac OS X.
You can either let UNetbootin download one of the many distributions supported out-of-the-box for you, or supply your own Linux .iso file. In my case it was a pre-prepared ISO image that I needed on a Dell server without a DVD drive.
Its quick to install and run and can let you work with a wide range of Linux distros (quite a long list in the selection type)