While I do not recommend using Ubuntu as a live-cd, others do, obviously, and the answer to your additional question is it is available both as a torrent and by mail.
You can request a cd which they will send at no charge (but it will take up to ten weeks) from almost anywhere in the world from:
https://shipit.ubuntu.com/login
(note: Ubuntu is a South African distribution. My friends who live outside the United States and who deal with South Africans (most of them who live outside the US) say that it usually takes about as long as other mail traffic between your countries, or a little bit less. It isn't always shipped from there, but it generally takes about as long as mail shipped from there).
If you have money they sell it direct or through amazon.com.
http://www.ubuntu.com/getubuntu/purchase
Your money will be used to support distribution to people who can't afford to pay for it and to support mainly security and ease of use development on the project itself. Ubuntu is actually a philanthropic project begun by a South African who as a student, was in a position where he was unable to afford the licensing fee he would be charged for Windows and was unwilling to resort to piracy.
This page has torrents:
http://releases.ubuntu.com/8.04/
Now if you want to try out Linux, there are other versions of it you might look at, even if, should you choose to install it, Ubuntu may be the best choice (I feel, quite frankly, it works much better as an install than as a Live CD. While I've occasionally run into problems with the install, I've always found them very quickly solvable). Most distros allow or even encourage you to download them with torrents. I'm going to provide you with links to several torrent sites with live cds. This is actually one thing torrents were developed for, not movies.
Knoppix, which is actually the original Live CD is very similar to Kubuntu -- Ubuntu with the KDE desktop. Both are derived from Debian and in fact you can install from a Knoppix live cd but what you get is Debian. It was developed by a german computer consultant named Klaus Knopper who wanted a portable desk top he could take on house calls. It has a lot of tools which, if you know what you are doing you can use to fix Windows and Linux installs, but it also has Iceweasel, a firefox variant, as one browser, Konqueror, a simple web browser which essentially created the technology used by Apple's Safari and Google's Chrome, as another, OpenOffice as office software and mplayer and kaffeine as media players. In other words if you don't want to play the latest games you can do pretty much whatever you want to on it. It also has GCC installed by default, which means you can compile programs written in C, C++ and Fortran, and also the scripting languages perl and python, so you can learn or do programming.
You can get a torrent for it at:
http://www.knoppix.net/get.php
Slax is another distro to look at. Getting to the X-Window screen is not quite as easy as it is for the others. It's derived from Slackware, one of the oldest distributions which has been called "as close to Vanilla Linux as you are going to get" by a user on Linuxquestions.org. You boot up to a command line screen, where you see instructions: to type two commands, in order, "xorgcfg" and startx. Once you have typed both the screen will start. Right-click with your mouse on the desktop to get a menu, and while you are at it use the web browser, if you are connected to the internet, to explore Slax's home page and in particular its modules. It offers you an easyway, through the modules, to install and run a wide variety of programs and once you get used to it it is one of the most configurable linuxes out there.
http://www.zoozle.org/emule-bittorrent-download/slax,torrent,en,0.html
Finally, a colorful distribution:
Linux uses and in fact is based on, essentially a library of programs created by the Free Software Foundation. Parts of this library, including GCC date back to 1983 (but they are still kept up to date by maintainers). The Free Software foundation discourages the use of proprietary software for a number of reasons. They've released several packages, including GNU Hurd which is a similar but different OS and a live CD based on Ubuntu called GnewSense. If you want to look at entirely free alternatives to the software you use now, this CD is the BEST Ubuntu CD and can be downloaded with:
http://torrent.gnewsense.org/