I've only dealt with Knoppix so no idea how this applies to the others.

If you want to run it off the CD, the only way IMHO is to remaster it which requires a setup with as much memory+swap as the uncompressed image. Plus the procedure is two pages long.

With installation on a harddrive, APT repository CDs can be built which can be added to /etc/sources.list, or you can just supply a bare collection of packages for installation with dpkg.