These things just keep getting cheaper and smaller. So much so that I keep losing them, I've bought of series of fast USB 3.0 drives (even though I don't have any computer with USB 3.0 :-), but the main thing I'm finding isn't speed, it is not losing the darn things. The plastic cases are terrible as they fall off, so what I need is something that is durable and that really does fit on a key ring or somewhere else. I stumbled on the Kingston Data Traveler SE9 which is actually all metal and has a ring in it that hopefully won't break off. At $10 for 16GB or$6 for 8GB at Newegg, it is hard to go wrong 🙂 The main drawback seems to be that it is manufactured a little big for most USB slots and it isn't fast either, but good for just swapping files around.
The other approach is to have something that is so small it stays in the USB connector of your laptop. That probably looks Ok for your typically clunky PC, but on a Macbook, I just think it looks terrible 🙂 As an aside, the Newegg view by ratings is a great way to look at the all the flash drives and see if they look good to you.