USB flash drives are very individual items, what may work well for someone may not work so well for someone else. I've had a 512MB Bytestor Dataferry drive in regular use for a few years now and during that time it has worked flawlessly, despite what I would call at times excessive use. I've used it to hold and transfer music, photos and MS work files, as well as installation files for programs that I find particularly useful, and I have not once experienced any loss of data.
The 4GB version looks and feels exactly the same as the 512MB one, compact but a bit on the cheap and flimsy side with a loose cap that could be lost quite easily. There's little doubt that the outer casing wouldn't survive any sort of abuse so careful use is recommended; tougher drives are available if you need them, this one is really just for transferring files from one machine to another in as cheap a form factor as possible. The proof of the pudding would be to smash one up and see how well the innards come through the experience, but that would be something for someone far braver than me to try.
With 3.84GB of space available after formatting, the drive has so far worked without any problems although I can't really comment on the transfer speed as I haven't yet transferred any large files. It doesn't come with any instructions (although it is just plug and play) and also isn't ReadyBoost compliant, so don't buy it if you want to give Vista a helping hand.
So far, after taking off a star for the construction and the looseness of the cap, I've found very little to dislike about this drive, and for less than £11 it does seem a bit of a steal. As with any storage medium like this you'd be well advised to make sure you regularly back up anything valuable on it to CD or DVD, as no electronic item is guaranteed 100%.