I hate the Cruzer U3 crap. We use Kingston thumb drives at work and they're great. No U3, no software, just plug n play perfection. The best part: you can get the 1 GB models at
www.buy.com for $10, and if you sign up for a Google checkout account when you pay for it they deduct $10 so you get the thumb drive for free. Then choose free shipping and you get it for literally $0.00. I've bought three of them this way and it works everytime. If you wanted a bigger one like 2 GB or 4 GB you can still get $10 off.
Here's the one I have:
http://www.buy.com/prod/kingston-2gb...202378602.html