Check out pendrivelinux.com. Theyve some tutorials, though theyŕe a bit out of date distro-wise.
If you go on to Knopper.net, theres a good one for putting Knoppix onto a USB stick, with an option to create a persistent area where you can save data/files over sessions.
Another recommendation is Puppy Linux (google PuppyOS) as itś got an inbuilt option for usb. DamnSmallLinux has too, but itś not a distro for the faint-hearted if youŕe used to state of the art GUI stuff.
Finally, thereś a good tutorial somewhere (I cant remember where I found it, but google it with Ļubuntu AND usb stickĻ) for ubuntu on flash memory.
Best for usb stick, though, has to be Puppy, because it uses limited saves and will not wear out the stick! Looks impressive too, because it boots so quickly from usb (assuming that the machineś bios supports usb stick booting.)