- Ubuntu 14.04 image, in my case.
- Unetbootin, an easy to use tool to make Live USBs.
After downloading the Ubuntu ISO image, use Unetbootin to write the image to the pendrive. The pendrive must be 8GB+.
Take care on choosing the size of the persistent part you want the pendrive to have,
at the field Space used to preserve files across reboots (Ubuntu only):, I'm using a 8GB pendrive so I'm setting 4GB (if there is less space it will take as much as it can anyways).