UNetbootin allows you to create bootable Live USB drives for Ubuntu and other Linux distributions without burning a CD.

You can either let it download one of the many distributions supported out-of-the-box for you, or supply your own Linux .iso file if you've already downloaded one or your preferred distribution isn't on the list.

UNetbootin has built-in support for automatically downloading and loading the following distributions, though installing other distributions is also supported:

Ubuntu (and official derivatives)
Debian
Linux Mint
openSUSE
Arch Linux
Damn Small Linux
SliTaz
Puppy Linux
FreeBSD
NetBSD
Fedora
Rawhide
PCLinuxOS
Sabayon Linux
Gentoo
MEPIS
SimplyMEPIS 8
Zenwalk
Slax
Dreamlinux
Elive
CentOS
Mandriva
LinuxConsole
Frugalware Linux
xPUD