Yeah I just recently got a USB flash drive. 128mb. I got it for free. It came with a 1gb Ridata SD card ($18 - $8 rebate + free shipping). Never really dinked around with it though. However I know there are some USB drives that you can put software on it that will autorun upon insertion into a password protected Windows XP machine and it'll give you access to it.
Not really sure if it's specific to certain USB drives or what. Never cared enough to look into it heavily.