Okay I decided that in and of itself, a thumb drive doesn't really help me that much. However a thumb drive/mp3 player combo sounds like a pretty decent idea to me.
Xiro 302 - $99
Philips Key005 - $129
BUSlink MP3-BD256 - $129
The Xiro has 128 mb of memory and runs for about 12 hours on a regular AAA battery. It has a screen and actual buttons, plus a remote on the headphone cord.
The Philips has 128 mb of memory and runs for about 6.5 hours on rechargeable battery that can be charged through the USB port. It also has a "battery module" that holds a AAA battery--you slide the player into the battery module if you want more play time. There are no buttons on the unit itself so you have to use the remote and there's no screen.
The BUSlink has 256 mb of memory and supposedly lasts 15 hours on one AAA. It has a screen and actual buttons, but no remote on the headphone cord.
All of them also have digital voice recorders. When they are plugged into the USB port they are powered by the port so they don't eat the batteries during file transfer.