Bill Beebe have reviewed Knoppix in these two blog posts with plenty of screenshots too.
Part one is here
Why go to the trouble to download and boot the various distributions? Because you learn something new every time, and you get an opportunity to check advances and new features not available with your distribution without having to install anything and breaking a perfectly good installation. I like to keep tabs on Knoppix because it was one of the first 'modern' live Linux distributions available. Knoppix was pretty hot when I first grabbed version 3.1 in 2003. Unfortunately I think Knoppix looks pretty rough around the edges these days when compared to Suse, Fedora Core, and Kubuntu.