I don't have an Uno, but I was thinking of getting one and by the looks of it, you can remove the AVR microcontroller from the Arduino, right? It's just a DIP IC in a socket that can be pulled out, it seems like.
Uno http://egyrobots.com/image/cache/data/arduino-uno-500x500.jpg
So can you just load a program, remove the AVR chip, throw in another one, and load another program? Then you can have a permanent microcontroller solution for all your projects.
Is this possible?