I like to be sure that everything will work just by copying the contents of the Java folder and setting the environment variables.
I usually run the installer in a virtual machine, zip the \java folder contents, go back to a snapshot of the virtual machine, and then unzip the compressed file.
I couldn’t find a place where the latest JRE / JDK is available as a zip file…
http://java.sun.com/javase/downloads/index.jsp
http://download.java.net/jdk6/
Alternately, is it safe to assume that exe installer from sun just will just unzip the whole thing, without messing around with the registry, environment variables, etc…?
Related: Installing Java manually on Windows?
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After all this time I found this site that seems to be exactly what I was looking for (2018-05-22)
You can download a Java Portable from PortableApps.com. It will not change your system settings. You can put it on your USB stick.
UPD: for those who needs JDK there’s an open-source project OpenJDK Portable
UPD2: there is also a JDK Portable (Oracle)
Some people might be interested in official Oracle production-ready open source build of JDK