Bootable USB flash drives
As of Finnix 107, you can write the ISO directly to the USB flash drive. For example, on a Linux platform:
# dd if=finnix.iso of=/dev/sdX
Replace /dev/sdX with the actual USB flash drive. Note that with this method, any excess space on the flash drive will not be usable.
Helper imaging programs may also work, but are not guaranteed. When in doubt, look for a "raw copy" option, where the contents of the ISO are written byte-for-byte to the USB drive.