PQI has a 'housing-less' USB drive that is thin enough to fit unnoticed in your wallet.
Here's a page from a thumb drive mega review from October:
http://www.anandtech.com/memory/showdoc.aspx?i=2549&p=17

I was always enamored of the OCZ Rally, but I'm still waiting for the prices to hit bottom.
I'm just a cheep b@stard like that.
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10101311 (20GB- backup empeg)
10101466 (2x60GB, Eutronix/GreenLights Blue) (Stolen!)