In the old days rebuilding a Windows machine involved a day or so of post-installation work to set up applications and customize the environment.
Because I travel a lot without a computer I love using 'portable' software that runs from a USB stick. The same software also comes in handy on my home machines.
After a new Windows setup I install only my main work applications: Office, Visual Studio, SQL Server. Then I map two partitions usually from an external drive (so I can move it around). One partition has all my data and the other one has many applications that don't require any installation.
There are dozens of these applications that don't require a set-up procedure, copying them into a folder on a hard drive is enough. These apps fall into two categories, portable apps, that are especially written to not use the registry or documents and settings and only write to there own 'application folder' Many of these can be found at http://portableapps.com. The second category is software that wasn't created as portable but still runs without installation. All kinds of little tools do this and also many small to medium size dot.net applications.
Some apps still write to the registry, the users home directory or isolated storage. So if you are concerned about any privacy data there, make sure to delete this data manually after you are done.
File associations do not work because they are not created during setup (as there was none). If you really need them, you can create them yourself.
dot.net was created with 'standalone' apps in mind. There are not suppose to use the registry and can be deployed using xcopy (just copy the files). However if you are using the built-in way to save user settings, they go into the user's home directory. Visual Studio promotes to package applications into msi files that can be installed by the end user. These leave entries in the 'installed applications' section of the registry to allow un-installation. I much rather put them into a zip file, the user can see what he/she gets and can just delete the folder if the program is no longer needed. Ideally the program has a feature to delete any saved user settings, as these are hard to find.
If you are only sporadically using some big application like Visual Studio, consider installing it once into a Virtual Machine and then moving/copying it between machines or installations of Windows.
Some standalone Apps I am using: