I bought a flash drive at walmart.
http://www.walmart.com/ip/PNY-P-FD8GB-MINI-EF-8GB-Mini-Attach/13073361
PNY Attache 8gb. Little bummed the website said $15 and she wouldn't match the price. If you order online and pick up in store, it's only $15.
Well I decided to trim it down and check it out! It's tiny! Once you take the case off it's about double the length of the metal part of a USB connector. You don't even notice it plugged in. Nothing to attract thieves.
I plugged it in and it plays the music off it, so it seems to be fine.