The last time I burned a DVD was several years ago, and if I recall it was to try out one of the latest builds of Ubuntu. Since that time I’ve either experimented with the various Linux distributions in a virtual machine or by creating a bootable USB drive. If you decide to create your own bootable USB drive from a Windows machine for your favorite Linux distribution I highly recommend using the free LinuxLive USB Creator (a.k.a. LiLi).
This is an all-in-one swiss army knife for creating bootable USB drives for just about any Linux distribution. You can choose an ISO image you’ve already downloaded yourself, or you can let LiLi do all of the dirty work. In the screenshot to the right I started going the route of having it download Ubuntu 12.04, but that drop down list contains hundreds of Linux variants that you can choose from. You’ll find all of the Ubuntu variants (Edubuntu, Lubuntu, XBMCbuntu, Mythbuntu, Linux Mint, etc…), Fedora variants (Fedora, CentOS, etc…), Debian variants, and more. They also tuck a lot of security and rescue variants in there including Ophcrack, Hiren’s Boot CD, Gparted, and many others. You can see a longer list of what’s supported here.
This also has a persistence mode that can be turned on, which will use some of the extra space on your USB drive to store data that will remain in place even after you reboot the Linux OS. This is different from the typical live mode users are used to from the days of CDs where all changes get discarded when a reboot happens. Of course if you decide to install the version of Linux you are booting into then this doesn’t matter much.
Using a tool like Lili makes trying out just about any version of Linux a breeze as long as you have a USB drive readily available, and I highly recommend keeping it handy in your toolbox of apps. There’s a portable version of LiLi available for those of you not wanting to install another app on your Windows machine.
Linux Live USB Creator Homepage (Windows only; Freeware)