I like my Kingston DataTraveler 150 it's pretty basic looking but kind of sleek and holds 64 Gigs (I use it to store my flicks and DVR's from my EyeTV app) I probably got 20 movies and TV shows on it right now with room for a lot more.
LaCie iamakey. It's awesome, it is literally as thin as a normal key and very close to the same length and height too. I've got one on my keychain and it just blends right in.
I can't recalle the model name, but Imation makes some tiny Flash drives, with a pivoting "cap" / cover that you can't lose and are reasonably priced.
If you want something "cute", try the Zoo range of Flash drives from EMTech, but they are a little over-priced (although nowhere near as bad as some others). The head contains the Flash Drive and the body is the cap. I bought a 4GB mouse version the other day.
The Imation Nano is the one I was thinking of. It measures only 44m x 15mm x 10mm, and has a permanently attached swing around "cap" / cover. It has a small light on the end so you know when it is active. I've only ever seen these in red with a black cover. Sizes are 4GB, 8GB, and 16GB (maybe other sizes too).
I haven't seen them in person, but the same company also make the even smaller (and slightly more expensive" Imation Atom, which is "not much bigger than a paperclip" (12mm x 2 mm x 4.8mm) which is quite stylish black and "brushed metal" (probably just plastic) that might look good with an aluminium Mac. It is a sliding USB Flash drive with no cap. Sizes are 2GB, 4GB and 8GB (maybe other sizes too).
The Mimobot drives are expensive (especially if you are collecting all of the sets). Some look good and some look awful, but even being a big Star Wars fan I still prefer the EMTech Zoo drives.