Not GP, but KeePass user: I store my KeePass database on a small thumb drive (SanDisk Cruzer Fit), together with a copy of the KeePass executable. If I absolutely need to decrypt my password database on someone else's machine I can take the "secure" software from the USB and hope for the best. The USB also stores a copy of Truecrypt and a large Truecrypt container with backups of my encrypted private keys (PGP, SSH).
Yeah, totally with you — don't trust devices you (or your employer) doesn't own. I'm borderline still where I trust my employer's devices with my personal passwords sometimes, but even that seems a bit iffy.
