Well, the reason is simply that I cannot install software on our machines myself. Therefore I want to install as little software on those machines as possible, as for every piece of software I have to go through the installation steps with our IT department. They for sure would install pageant as well, but it's just easier for all of us if there's just one .exe to execute, rather than two of them. And we probably won't run PuTTY etc. on those machines.
Weeeell, there's no need to "install" anything at all. While both X2GoClient and PuTTY come with installers, you can also just copy all the files to a directory of your choice (say, a network share) and start them from there.
You could, for example, install X2GoClient on a test machine, then copy the contents of C:\Program Files\x2goclient (or whatever you picked as destination) to a network share, say, \\server\share\x2goclient, drop pageant.exe from PuTTY in there as well, and add a little batch file that runs pageant, adds the key, waits a few seconds, then runs x2goclient.
That way, all you have to roll out is a shortcut (*.lnk) file pointing to the batch file on \\server\share\x2goclient. No client-side installation at all.
Of course, you could also try to use %userprofile% in the ssh keyfile path within the session config, but I've never tried if that works as intended, so no promises.
OK, this is quite a smart solution. Thank you a lot for your inputs, I really appreciate it. Just, as we have already installed the client (the .exe-way), and because we're still undecided about introducing X2Go at all, I'll stick to pointing to the key file directly, at least for the moment. I actually don't even need to use the %userprofile% variable, as the userprofile directory is mapped to a drive letter. What I'm working on right now is finding the best way to provide pre-defined sessions to our users. I probably got one more question, will ask in a new thread.
Thanks again,
Andy