Live CDs or the USB storage equivalent are still doable.
I've at times installed a basic OpenBSD to a USB thingy and test booted things from that.
Even booting the install image dd'ed to a USB thing will give you a reasonably informative dmesg output. But then again in almost all cases when I have tried things have Just Worked.
Reinstalling Windows when I needed it turned out to be a lot harder (essentially requiring you to keep that device specific recovery image handy)