USB Memory 'stick' recommendation

[dmorton-VBJBm02B4Ag at public.gmane.org]

I would like to get a USB "Memory stick", (the keychain style of memory)
I looked at Future Shop but it appears that the Sony stuff is somewhat 
proprietary (not clear if that means the file system used or what)
Anyone use these shuttling between  Linux/Windows/Apple boxes?

TIA
Dave

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