Most all can write to the hard drive, but they differ in which filesystems they support, and their levels of NTFS support. If you need to write to a NTFS partition, Knoppix includes the captive NTFS drivers (probably the safest way in Linux currently), and some dev tools, so that would be a start. Be aware that writing to NTFS from Linux can mess up the filesystem. It's probably safer to save your data to a USB keydrive, or a different computer over a network.
there are a couple more here:
http://www.livecdlist.com/index.php?pic ... evelopment
Many LiveCDs include development tools, so you may want to check out some of the more popular ones and see what they include.