Well I haven't heard about any other live cd that can do the same. But, what you can otherwise do is remaster the live cd, so that it is customised as per your likes and then burn it. You do get a lot of live cd's with tutorials on how to remaster them. I think you may find some topics on remastering knoppix. I am not sure how easy or difficult it is, since I haven't ever done that.
About linspire live. It is as good as a demo cd. Not worth it IMO. Well many people in Open Source community are against th usage of linspire cos of their policy. They are trying to sell off an anti-virus for linux for 40$. Now, that totally stupid but noobs might fall for it. Also, they charge for updates and all. And, the usability of linspire too is not linux style. If you want to use linux it should feel like linux and not like windows.