I have two suggestions for keychain ones: the "Geek Squad" (ugh) one, which is cool because of the integrated cap, and the Swiss Army Knife one.

I also have the PQI Intelligent Stick one, which works really well, and is quite small, but I find that the wallet case is less than spectacular. It's a little too thick and is made of fairly brittle plastic. Mine still holds onto the thing only because I have it pointed down into the card slot. That said, the USB key itself is undamaged.