Knoppix can be a nice way of installing Linux on your hard drive without getting multiple CDs or having a network connection. The live CD is nice for being able to sit down at a new machine and make it work immediately; installing to the hard drive is nice for making it run faster (loading things off of the CD as needed if not especially fast) and not needing to have the CD all the time. As far as I could tell, Knoppix off the hard drive is just like Knoppix off the CD, and most of the issues are essentially that it fails to save things across reboots, because it doesn't expect to be able to.
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