http://www.theplaceforitall.com/portablefirefox/
Portable Firefox is the popular Mozilla Firefox web browser packaged as a cross-platform portable app, so you can take your bookmarks, extensions, history, cookies, and saved passwords with you. It works on both Macs and PCs.
Alas, they call it cross-platform but Linux support is yet to be done. I've been using PF on my USB stick for the past few months and it worked great!