It described my Windows 8 To Go (or W2G) experience in my other blog post (http://www.12qw.ch/?p=124). Here are the lessons that I learned:
1. Certified Drive
There is a list of USB Sticks that are officially supported for W2G: http://technet.microsoft.com/en-us/library/hh831833.aspx
For any other drive you might run into problems sooner or later. My problem was that I could not install Visual Studio 2012 on Windows 8 To Go.
2. USB 3.0
If you want to enjoy your W2G, you absolutely need USB 3.0. I ran it on a USB 2.0 notebook and everything worked. However, it was painfully slow and I could not use it without getting pissed off.
Bottom Line: If you are like me and have 5 computer but only one that supports USB 3.0., better go for a local installation (or a VHD installation, see my other post http://www.12qw.ch/?p=124) instead.