I swear by my Sandisk microSD cards with USB adaptor
See this amazon page
http://www.amazon.com/SanDisk-SDSDQY...014827&sr=1-44
I use with 2GB (max allowed) for my Samsung SGH-600 mobile phone/MP3 player.
4GB and 8GB cards with adaptor for general PC-PC transfers and backups.
Newer phones (eg Samsung Tocco) can take 8GB or maybe 16GB.
But still too expensive to upgrade just yet. Will wait a year or two.
Also works in some cameras I believe. And fits into an SD adaptor.
So why buy a stick that is USB only? Worth considering to future proof your self?
CAUTION #1: there are concerns about reliability (sudden failure) of many memory sticks and cards. Always make sure you have another copy of your data somewhere.
#2: Memory is just as vulnerable to viruses/malware as your hard drive. Make sure you have AV software up to date or you easily infect other PCs (hides in the drive autorun.inf I think)