Ideally a JME program only needs a compatible graphics card and the JRE right? 'Cause I stumbled upon this portable version of the JRE called http://portableapps.com/apps/utilities/java_portable Java Portable, it claims to be able to run any .jar files off a USB drive. Anyone has any experience with using it, and whether it works? If it does, then that would really make Java the ultimate portable executable, can deploy it anywhere on any computer.
I still haven’t tried it yet, downloading it now… 
I have used PortableApps before . It's a utility allows you to run a bunch applications in a way that they store all changes to an USB drive. This way, you can use any computer and have all your applications and data. I don't see why it wouldn't be able to run Java apps as well.
I think it works only on Windows, though.
I tried it and ran some JME demo programs off my porta harddrive, seems to work just fine. at least, i think it was, and wasn't my computer's JRE running instead.