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I've been very happy with my Lexar Jumpdrive. It's a little bigger than other USB memory sticks I've owned, but it still can be put into your pocket and not notice its there.
It has a slide out connection and so it offers more protection, but because of this it can be a little tricky to connect it to a PC or laptop. As you slot it in, the connection wants to slide back into the case. You solve this by holding the plastic slider on the side of the stick.
I think, on balance, I still prefer this to the connector being exposed all the time to damage and wear and tear.
Peformance is really good and I haven't had any problems with accessing the data or writing at all. It's all still there and connections first time everytime with full compatibility with every system and plaform I've used.
The drive came with some built in software for security / encryption, but I've not used it.
The stick has a small hole that you also use to attach it to a key ring or keys etc. That might be handy for some who don't like the idea of it being loose in the pocket.