I had good experiences with these small portable applications.
RegFromApp only shows changes made by your targeted application
RegFromApp v1.30 (NirSoft)
RegFromApp monitors the Registry changes made by the application that you selected, and creates a standard RegEdit registration file (.reg) that contains all the Registry changes made by the application. You can use the generated .reg file to import these changes with RegEdit when it's needed.
Regshot is an open-source (LGPL) registry compare utility that allows you to quickly take a snapshot of your registry and then compare it with a second one - done after doing system changes or installing a new software product.
Other experiences on my own:
- WhatChanged: Too slow, even on a SSD
- MJRegWatcher: Hard to determine what registry change was important and which not
A second approach is using Sandboxie together with SandboxDiff.
This gives you the chance to see what will be changed before touching your live system.
Sandboxie runs your programs in an isolated space which prevents them from making permanent changes to other programs and data in your computer. You can also access all the changes that were made during the program execution.
SandboxDiff allows tracking changes in Registry and Files when using 'Sandboxie' (an amazing application created by Ronen Tzur). All Registry entries and File system created/modified by a program sandboxed (or any action sandboxed) are monitored and listed with SandboxDiff.
Very useful when users want (before to install an application) to know all changes made by the installer in Registry and File system.