It is great having a Portable browser the instances when you are not able to install a web browser to a computer due to administrative rights. Many large companies use older browser because they might not be up to speed with the latest and greatest. Therefore they will not let you install newer versions or prohibit different browsers.
Also if you travel quite a bit and hate having to go through the process of finding your favorite sties or remembering your password this might be a great tool for you. I say might be because if you are prone to lose your thumb drive you could be SOL if it falls into the wrong hands.
Practically every major browser has a portable version out there on the web. I have listed links below for some of the most popular browsers out there. Mac users you have options too as there is a Safari version I am sure you guys dread having to use Windows at work this is your way out.
One thing to caution you on is just because it stores personal information on your thumb drive; it does not mean a company cannot track the sites you are browsing. If you are looking up material that is prohibited be prepared to pay the consequences.