You can use a USB Stick/Drive if you jailbreak and use the Camera Connection Kit, it's inconvenient but if you can live with it then go for whatever you want.
I've got one of these and think it's the dog's whotzits. So simple to use, I've got loads of films on SD cards which I plug into the Airstash and then stream across. Also, I can carry a heap of word/excel/pdfs around and show them to whoever, make amendments if necessary within DocsToGo and mail them out.
I love the Airstash, and with the forthcoming WebDAV support it will be even better.