The following are designed primarily or entirely to function as LiveCD distributions:
* Knoppix * Damn Small Linux * Feather Linux * Slax * Archie
The following have a LiveCD component, but were designed more for installation to a hard drive:
* Ubuntu (and derivatives like Kubuntu and Xubuntu) * Freespire * PCLinuxOS * Fedora * Mandriva * Pardus
Most of the popular Linux distributions these days have a LiveCD portion, including Ubuntu, PCLinuxOS, and even Gentoo. The most popular known specifically for LiveCD functionality is probably Knoppix.
There are many ways to categorize Linux distributions. You can categorize them by their size, whether they run on a LiveCD, whether they are provided gratis, their ancestry of other Linux distros, and the purpose the distro is meant to serve.
There are many Linux distributions because not everyone agrees on various issues. Some distros are willing to include proprietary software; others are not. Some want package managers, some do not. Some want a text-mode installer; other use a LiveCD for installation, or have no installation method at all. Some are security-oriented, and others focus on performance or on size reduction.
The best known as a LiveCD (as opposed to being the most popular with a LiveCD available) is Knoppix.
blah blah blah
Nothing. Most Linux distributions are free of charge. There are some distributions that are commercially sold, though those sales are more likely subscriptions for support, not for the Linux distribution itself.
Use a boot disc or a Linux LiveCD such as Knoppix
This is a holding question for alternates dealing with long-obsolete Linux distributions, such as Red Hat Linux 9. Please do not split the alternates out. There is no reason to use these distributions; they no longer receive any security updates, may not run on modern hardware, and many modern Linux distributions are free.
There is no such thing as "Linux XP". If you're referring to Windows XP, then the answer is no. As far as Linux distributions, for the majority of distributions, they are free (as in freedom) and free-of-charge.
Most Linux distributions are free
Some will, if you install Mono. By default, most Linux distributions do not include support for them, though.
Many Linux distributions are intended for home users.