Ubuntu doesn't support customization before downloading the ISO, but you can customize your Ubuntu Live CD by using UCK - Ubuntu Customization Kit.
Ubuntu Customization Kit is a GUI tool that helps you customizing official Ubuntu Live CDs (including Kubuntu/Xubuntu and Edubuntu) to your needs. You can add any package to the live system, for example language packs, or applications.
Using Ubuntu Customization Kit (UCK)
To use UCK, you will need (download link at the end of the post):
1. about 5 GB of free disk space in ~/tmp
2. Internet access for fetching language packs
3. apt-source line "deb-src http://archive.ubuntu.com/ubuntu/ karmic main" enabled (necessary for bootlogo building) - "karmic" should be changed if you use a different Ubuntu version.
If you want to build an ISO for an Ubuntu version other than the once you are currently using, you must open your /etc/apt/sources.list and search and replace (temporarily) any occurrence of your current Ubuntu version with the Ubuntu version you want to build the ISO for. Doing this is pretty easy: press ALT + F2, enter:
gksu gedit /etc/apt/sources.list
If for instance you are using Ubuntu Karmic and want to create an Lucid ISO (obviously, you will also need the Lucid ISO), replace "karmic" with "lucid" and save the file. Don't forget to revert the changes after you finish building your custom ISO (repeat the steps above, and replace "lucid" with "karmic" - in my example).
Note: If customizing a CD for another architecture than the installation used for customization the executables from the LiveCD may not run.
If you don't want to build a custom language ISO, you can simply click OK on the first 2 configuration screens, select your default Ubuntu .iso downloaded from the website, then just choose yes when asked if you want to customize the ISO. After this, the fun part begins: you can choose to open the UCK Package Manager which is basically Synaptic, but for UCK and then you can install new packages and remove others:
Once you are done with the customizations, select "Continue building":
Now all you have to do is wait for UCK to finish your custom Ubuntu ISO. On a slow computer, it cant take quite a while. Once the ISO file is ready, it will be saved under ~/tmp/remaster-new-files/livecd.iso.