Tor browser bundle is all you need. It is portable, doesn't leak information (unless you screw with the default settings), and is safe.
https://www.torproject.org/projects/torbrowser.html.en
The only exposure you have with Tor and ECCIE is that ECCIE does not support HTTPS (SSL-encrypted) browsing of the site. Because it's "in the clear", interested parties can vacuum up traffic for analysis. So, if you're sending personal email addresses around that you use elsewhere, consider your identity compromised insofar as interested parties are concerned (national security apparati, etc).
If ECCIE would allow or force SSL encryption, all they'll vacuum up is heavily encrypted static.
If you want to go the live CD route... Linux Liberte is a great, all-in-one package. It's meant for political dissidents, so your hobbying is hardly worth the effort.