Out of all the different flash drives I have tried I would suggest that the only ones you stay well clear of is buffalo. The buffalo flash drives that I have tried never lasted longer that a week and to get the devices recognized was the biggest problem needing drivers off their site.
The best pen drive that I have used was by a company called busbi although these are only available in the UK and Ireland. This pen drive not only has a decent transfer rate (Read: 8 Mb/s Write: 2 Mb/s) but also is reliable with 10,000 Write/Erase cycles. They also support plug and play for Linux and Windows.
Another good pen drive that I have used is Sandisk Micro Cruzer U3, this one has applications like Skype, Anti Virus and Mozilla Firefox installed and ready to use on the pen drive wherever you go. This drive also supports file encryption. The only downside is that they can be very expensive for the amount of storage you get although sometimes they can be found very cheap.
Other than buffalo as long as you go for a reputable company and make sure it's genuine I can't see you having any problems with it.
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