Dont laugh at my flash drive, since I carry it practially everywhere, and its real simple to shove the cable in my back pocket.
I also use my iPod to move stuff around, as well as a 2.5" hard disk drive.
And yes, I mainly use this thing for playing games, not for file movements.
I also used that as my flash drive before I got my current one. Though I only had a 256MB card in it.