Just use a pen drive,Just make sure you get a 32 gig one.....i have done this w/o any prob
wow is stand alone, there are no registry issues if you want a desktop icon just open the folder and send the .exe file to your desktop as a shortcut
You can also use this method to back up your WTF and addons folder icase you you loose all your data from a hard drive crash,then just replace those folders after a fresh install
and poof your UI and everything is back to normal........for those who use a complicated UI this is a lifesaver