For those of you, who have one of those new U3-sticks where you can take your apps with you - I've made a U3-Package of CCleaner. It basically works like the portable wrapper - but my U3Helper is more universal, I use it for a lot of other programs to make them U3-compatible.
Unpack the attached .zip-file, click the U3-icon, select "Add Programs >>>" -> "Install from My Computer..." and select the unpacked CCleanerU3.u3p file.
Upon first launch on a machine, the registry settings for CCleaner get imported to the local registry (same does CCleaner Portable) and all OCXes get registered. If there are already settings for CCleaner, you'll get a message asking, whether to overwrite them or use them.
On ejecting the U3-stick (via LaunchPad -> Eject), all settings get saved back to the stick and the OCX are unregistered. If there were settings before on that machine, they are not deleted - otherwise every trace of CCleaner is removed from the host ... like with any other U3 application.
Cheers,
-mARKUS
UPDATE 2006-10-22: Updated CCleaner for U3 to version 1.34.
UPDATE 2006-09-19: Updated CCleaner for U3 to version 1.33.