The safest and simplest way is to use portable
applications—applications that don't need Registry entries, and don't leave
data behind—like the trusty DOS apps of yore. This isn't the same as a
full-session environment, but there's less to go wrong. Or, of course, if you
can do a reboot from USB, you can do a Linux stick, or even Linux and a VMware
virtual machine of your Windows system.
...