Frequently I\'m brainstormed with programming ideas that I would like to directly code. More or less like \"Wow, that algorithm will rock! I need to write it now!\".
I frequently use Firefox + Firebug when I want to quickly hack together something.
alt text http://sts.bkukr.de/l-davoss/blog/Lists/Blog/Attachments/21/SharpdevelopPortable.jpg
Sharp Develop Portable:
Dave blogged all you need to know to get you started!
C# support on the run, and much, much more.
You may be looking for vim. Now, it won't be easy to learn how to use vim, but I'd count it time well spent. This is an unix utility that has been ported to basically every architecture and operating system see Portable GVim for the portable version. For info on using vim as an IDE, see here and here
We are actively developing an online development environment at http://gnymb.us. This may suit your needs when it's ready.
Try BlueJ (Running BlueJ from a USB (thumb) drive).
Other alternatives;
Snippet Compiler
(source: sliver.com)
CodeIDE an online IDE.
i use Instant rails with netbeans from my stik