WinPyton is a free, open-source portable distribution of the Python programming language for Windows Vista/7/8 and scientific and educational usage.
I installed WinPython in my pendrive and configured the paths to "python.exe" in Sigil Portable v0.8.7. I then added the "PunctuationSmarten" and "CleanOPF" plugins. Both worked ok.
I was not able to install the "ePub2_Notes" plugin, though. Sigil rejects it with a "Plugin not a Sigil Plugin" message.
A minor annoyance is that when the drive letter of my pendrive changes, I have to reconfigure the path to the intepreters.