I've been trying to make an Ubuntu All In One (AIO) live DVD for quite a while now. You can follow my progress (or lack thereof) on this thread at ubuntuforums.org.
Despite various attempts, about 15 physical "coaster" DVDs, I have not managed to succeed; until I read this post about (not-very-aptly-named) Grub4DOS.
This gave me the clue that I needed to create the UbuntuAIO Live DVD of my dreams.
Shown below are screenshots (Taken while running the UbuntuAIO in VirtualBox) :
bootup grub screen to select desired LiveCD:
Xubuntu LiveCD launch screen:
Kubuntu LiveCD launch screen:
Mythbuntu LiveCD launch screen:
You can also take a peek at this video showing off the Ubuntu AIO Live DVD.
In a later post, I will put details on how to make a custom Live DVD, though it's really laughably simple; it just involves copying the live ISO images to a single directory, then creating a relevant "menu.lst" file and copying it and "grldr" from Grub4DOS to the correct locations. This directory is then converted to an ISO image that can be burnt to DVD. Exact details here.