I guess it would depend on the size of the game. The first issue would most likely be size issue. You have to have a game small enough to fit on a flash key. Or have the money to buy a flash key with enough memory. They can range from 128MB's to about 64GB ( Once you start getting into 16GB and more it'll cost a pretty damn penny )
But if you have a flash key that's big enough for whatever game it should be pretty easy, just when choosing where to install the game choose the flash key.
Most game need the CD to play, if you own the game you can just replace the .exe with a No-CD.exe from GameCopyWorld
. Or you could bring the CD along with the flash key to whever you want to play the game. ( i.e, School, public place, friends house, )
Programming today is a race between software engineers striving to build bigger and better idiot-proof programs, and the Universe trying to produce bigger and better idiots. So far, the Universe is winning.