UPDATE: The author of portaPuTTy has updated his build with the font fix as well. Excellent! I recommend going with his version - it's more likely to be supported.

I rebuilt a portable version of PuTTy using the latest 0.58 release.  It correctly saves font information (a shortcoming of the current portaPuTTy) and has all the updated security and bugfixes of 0.58.

I've also packaged up all the PuTTy executables (paegent, pscp, etc.) so that you can easily use them portably as well.  Note that all of the executables will load configuration files from $EXEPATH\.putty\configuration.

Get it here:

Portable PuTTy 0.58 (binaries)
Portable PuTTy 0.58 (source)

For those who want to know what I changed, here's a quick summary:

• Moved the unix storage backend into the windows storage backend, since it has all the code we need
  
• Added a BSD Win32 "dirent.h" and "dirent.c" implementation
• Changed the code to look in the EXE's path (via GetModuleFilePath(NULL)) instead of $HOME
• Added the Win32 font load/save code
• Hacked the Makefiles manually to add dirent.obj (out of sheer laziness ;))
  

There's no patch available, but those instructions will reproduce the exact build I provided from the latest SVN or source packages.