Fusselbaer has posted some instructions on how to set up DesktopBSD running live from a USB memory stick.

The instructions are in German and can’t unfortunately be automatically translated with Google Translate since the link is https. The steps and commands are easy to follow, but if you’re not altogether sure, copy the (part of the) text and paste it in Google Translate.

I’ve not tried it but I assume this can easily be adapted to make PC-BSD and FreeBSD live USB sticks.