How do I create a portable app (runs without installing)

How do I create an app that is:

lightweight: I am guessing don't require .NET frameworks maybe?
portable: runs without installing and saves data in the app directory, so i can just move the folder or maybe even the exe?

this is just a personal experiment: i want to try create a simple todo list app that has the above attributes

I am thinking:

C#/WPF (but requires .NET framework, I can explore client profile thogh)
Appcelerator Titanium (i think this will be lightweight & good enough? I do not know if I can have a portable titanium app though)

Solution

It is almost portable if the target machines have .NET Framework installed.

NDepend is such a product, which is built against .NET 2.0 and runs fine on Windows Vista, Windows 7, and other Windows if you manually install .NET 2.0 before.

Personally, it is not hard to write an application launcher in native languages such as C++/Delphi to detect whether the target machine has .NET. If .NET is not yet installed, this launcher can display a warning or help install the framework automatically. (Even some installers allow you to do this.)