To tell you a tale nooby..
I was running win XP in Dec 08
I sent for a Ubuntu-8.04 cd
and wanted to put it on usb
as you do
I attempted to use Unetbootin
to do this
It went either horribly wrong or horribly right
meaning
Unetbootin mistakenly installed Ubuntu 8.04
into my XP partition and install syslinux to my hd!
I got a black screen at reboot
I had no experience with saving windows(it was still there, just unbootable)
I had no XP recovery disk
bye bye windows...
in frustration I installed ubuntu 8.04 after retreiving my files off xp hd
with Ubuntu livecd
I haven't looked back since

I could have easily saved windows had I known..
anyway, I'm glad it happened
Now, I do recommend Crunchbang-Lite-9.04
You must understand that Unetbootin uses the version of syslinux
that comes with your OS
so, Unetbootin in Fedora 12 is better than Ubuntu's(any)
most newer distros have a newer syslinux
just not Ubuntu!
Now, just explain to me what distro you wanna try first?
Do you wanna boot many or just one?
I can help you; as once you have syslinux installed to usb
your ready to go
now, any distro can be just copied to usb and setup the configs
so, you only gotta use Unetbootin once
and you dont even have to use Unertbootin
you can install syslinx to usb yourself
thus making it safer to do