Never found a version of VMware I could run portable. But for VirtualBox there is a piece of software that uses the installer to create a portable VirtualBox.
And that I have used successfully on several computers. Hence my favorite would be VirtualBox. VMware is a solid experience though, especially when not using the VMware Player. That product is not bad at all, but forget (re-)configuring network settings in VMware VM's.
VMware Workstation is a tad expensive for my taste. Even with the 20% off, to be honest.