I have some free time between classes at my college, and I'd like to study Igo from my USB drive. Are there any Igo clients that support SGF reading, and vs-cpu play?
Have you seen GoPlayingPrograms? Some of the programs on that page allow you to edit and review games, besides playing against a computer opponent.
Maybe you are surching for Hikarunix : http://www.hikarunix.org/, a GNU/Linux ( http://en.wikipedia.org/wiki/GNU/Linux ) live distribution ment for playing Go everywhere you ... go.
Burn it to a CD-ROM or an USB key, boot on this device and play.
If you are talking about using a PDA, then there are applications both for the Palm OS and for Windows CE. I think they are listed under Go Editing Programs. You probably can search for Palm OS, Windows CE, or Pocket PC and find software that way, too.