For linux, try Reconstructor to create your own Ubuntu live CD with programs of your choice:
Reconstructor is a Live CD creator for Ubuntu Linux.
It uses the Ubuntu Linux Live CD as a base, and then allows customization of boot screens (usplash), gnome settings, and software (you can also use the chroot environment to make other changes before creating the live cd).
Reconstructor uses the solid Ubuntu foundation, and allows for extensive customization. For example, create a custom Live CD with blender, inkscape, etc. included for a friend in graphics, or simply use econstructor to re-brand your environment (wallpaper, fonts).
From what I have heard, it is dead simple. Just run
sudo python reconstructor.py
from the folder where you extracted it and follow the nice, pretty prompts. You will need either a live Ubuntu CD or an .iso for one.