If you've got a big keychain, there's always the Wiebetech Firewire Keychain. It's a lot bigger than those previously mentioned at 0.75" (19mm) by 1.75" (45mm) by 2.35" (60mm) but if you've already got a fair number of keys and, say, a car remote on it, the extra bulk isn't that noticable. Besides, since I've nowadays got a mobile phone, Pocket PC, iPod and Leatherman hanging from my belt, it acts as a counterweight to prevent me from falling over.
It's probably only a little faster than a USB 1.0 based keychain since the fastest CompactFlash maxes out at about 4.2MB/sec read (i.e. 32Mbit/sec vs 12Mb/sec peak for USB 1.0, 400Mbit/sec for Firewire and 480Mbit/sec for USB 2.0).
OK, so it's actually about 2.5X as fast, but compared to a real hard drive it's the difference between really slow and pretty slow, so unless you're planning to transfer hundreds of megabytes to/from it on a daily basis, it doesn't make much difference.
However, it's ruggedly made of blue anodized aluminum rather than plastic and has enough heft you could probably hurt somebody with it if you tried, and it can take anything up to a 1GB IBM Microdrive (I've got 512MB of CompactFlash in mine).
No, I don't have anything on it yet. No, I can't think of more than maybe a few hundred K of data that I'll ever put on it. But I've got half a gig hanging from my keychain, and that's what's important !
