USB-live does not save files between sessions

Solution 1:

Bug 1159016 is for broken presistence on UEFI machines.

The live media has two boot mechanisms, syslinux for non-UEFI and grub for UEFI machines.

The persistence mechanism is simply a word "persistent" on the kernel boot command line, and while the syslinux boot works with persistence, the word was missed in the grub.cfg file.

You can add it yourself. Edit the grub.cfg (usbpen/boot/grub/grub.cfg) file and add persistent just before the file= on the vmlinuz lines. And yes, your desktop will be part of the things which will be saved when things are working.

E.g.

menuentry "Try Ubuntu without installing" {
    set gfxpayload=keep
    linux   /casper/vmlinuz.efi persistent file=/cdrom/preseed/ubuntu.seed boot=casper quiet splash --
    initrd  /casper/initrd.lz
}  

ISO formats changed about 14.04, making changes as suggested above more difficult (editable FAT filesystems can no longer be used on the USB). The best current way to make a persistent USB is to use the mkusb tool from mkusb download site. The mkusb-installer should set things up for you.