Mostly I just read the user-reviews, looking for people who have confirmed good performance with Linux. Otherwise, I purchase from places such as Costco who have very generous return policies.

One theory for the sticks with the "special" handling is that their firmware recognizes specific I/O sequences that MS-Win uses for FAT/NTFS and then implements some kind of internal optimizations for those "known" formats. Linux and MacOS will of course have different I/O sequences.

Cheers