Hi,
not sure if this information is already documented in the forum or wiki but if not:
I use grub4dos to create my own rescue USB stick with various Linux Live ISO images and some Windows images for maintenance and rescue purpose.
The documentation for the USB stick is here:
http://bnsmb.de/Resc..._USB_Stick.html
Probably the most interessting part is the Howto section with instructions how to use more then one Casper based live image on an USB stick, how use more then one live-initramfs live image on an USB stick, how to use more then one Knoppix based live image on an USB stick and so on.
regards
Bernd