The online mag hardCOREware.net has put together an overview of portable storage devices (i.e., flash drives, memory sticks, portable hard drives). Useful reading, even if you're not planning on buying any new toys for the next few months.
The only things I might add is to point out that there are generally cheaper options out there. I use a laptop drive in a portable housing; Mike uses his iPod. And of course, there's this.