I have a virtual machine for each of my customers which I do all my work for that customer on. It has their VPN client and any other specific "stuff" that I need for them and usually a copy of Office as well. I also have generic VMWare images with the common VPN clients - Nortel, Cisco, Checkpoint, etc so I can just use that if I am not going to be connecting to a particular customer enough to warrant a dedicated image for them. I do all my work for my employer inside a VMWare as well.
I've got a big box that I run everything on - 8GB of RAM, pair of dual core Xeons, etc.
When I go out on the road I take a copy of the VMWare images for any customers I will be working with while I'm out and the VM with my employer's stuff and I boot them up on my laptop and I'm good to go. When I get back I just copy the VMWares back onto my big machine and put the laptop away.