Install Knoppix of USB-Stick with Mac?
 

I've downloaded the Knoppix6.4.3.iso and will it install bootable on a USB flash stick.

The easiest way would be, burn the iso on CD, boot from the CD and then there is a tool for making usb flash sticks.

All howtos are based on a running linux, is there a way to do this with an "out of the box" Mac (=without installing software) ?

You mean how to burn the ISO or how to boot to the CD from the Mac? For burning, I'd check Disk Utility first. After the disc is burned and in the optical drive, start/reboot the computer and hold the option key until you get to a menu that lets you select the CD.

Neither, how to install the iso directly on the stick.

Due it's always a good idea to have a Knoppix CD ready, I burnt one and made the stick with the tool onboard. Works great, but my MacBook does not boot from sticks.
Maybe only newer Books do.