WarZ, that is an EXCELLENT question!!!
YES, there are a a lot of programs that just work "out of the box", when you just put them in a folder. The way I normally do it is put all my portable apps in an iso file, then (automatically) mount that iso at (PE) runtime. Having one big iso instead of hundreds of loose files just copies a lot quicker to iso, I found... But if you just have a few program files (a few exe's, dll's, ini, etc), your method is perfect, and pretty much exactly how I normally do it.
The only stuff I build in the Winbuilder "Apps" tree are Autohotkey (because it needs to be put in the autorun folder and launch a sort of "autorun" file, which, you guessed it, mounts my "Portable.iso" file as drive Q:), then only a tiny few more, like the Acronis driver files (needed for True Image), and a few more (will tell you about those later, in a hurry now...)
Some of the stuff I use in this "portable" manner are mentioned in other posts I made here, but to name a few: XYplorer, TCCLE, UltraISO, Office97mini, Sumatra, TrueCrypt, WinNTSetup, WinRAR, FSViewer, HWInfo, many, many more.
A lot of Disk Imagers are portable, too!: Terabyte, Active@, etc (really have to go now, later...)