I currently use a Corsair Voyager GT USB 3.0 Flash drive (Removable) and a WD My Passport 2TB USB HDD (Fixed Disk) for testing.
I recommend you always buy USB 3.0 devices - they are usually much faster than USB 2.0 devices.
Reasonably FAST and VERY CHEAP!!! 64GB USB 3.0 Flash pen for only £20!!!! Write 35MB/s/Read 80MB/s - 5yr guarantee.
Kingston DataTraveler Elite 16GB USB 3.0 - Write 30MB/s/Read 70MB/s advertised speed.
Verbatim 43895 16GB Store 'n' Go USB 3.0 Flash Drive for £20 from Amazon: Measured at Write 25MB/s/Read 80MB/s
Verbatim 43895 on a USB 3. port (FAT32)
@ £8 BUSBI Bolt USB 3 16GB pen with fast read/write speeds even at USB 2 speeds (RMPrepUSB Speed Test 33 MB/s Read, 18 MB/s write on USB 2 ports - note: results vary depending on chipset, over 55 MB/s read/16MB/s write on USB 3 ports !) - Play.com or PC World or Amazon. Crystal Disk Mark - using USB2 port - Read/Write 34MB/s/14MB/s. Compare versus a Patriot Rage XT which is twice the price and does not support USB 3.
CrystalMark Sequential Read/Write of 25MB/s and 8-9MB/s. The Write speed seems to vary (probably due to the controller choosing non-dirty pages = fast write, and overwriting dirty pages = slow writes). This is not bad for a 'cheap' USB stick. The pen is very attractive too (no lanyard or extras though) but does have a 5yr Kingston warranty. My pen actually had a black gloss painted protective swivel cover.