Universal USB Installer is a stand-alone application that automates the process of downloading, formatting, and installing a Linux OS to a USB drive, as well as implementing a variable amount of "persistence." "Persistence" means that when you swap out Firefox for Chrome, change keyboard shortcuts, store files in your home directory, or make other changes to your portable Linux, they stick from boot-up to boot-up—which isn't the case with most portable Linux distributions.
If you've already downloaded a Linux installation ISO and run Universal USB Installer from the same directory the ISO is in, the app will find it and use it for the installation, rather than download another copy. Most useful of all, your USB drive can still be read by Windows when you're done formatting, so creating a "Storage" folder on the drive gives you some room to maneuver whenever a simple storage space is needed.
Universal USB Installer is a free download that runs on Windows systems. If you've found another tool for making persistent USB Linux systems, you'd better believe we want to hear about it in the comments.