This deal has ended.
Buy.com now has the 4GB Diesel Flash Drive for $13.99 after this $7 mail-in rebate (expires 8/27). This connects via USB, can store fairly large files, and is small enough to fit in your pocket. It's one of the lowest prices we've seen for four gigs. Shipping is free and there's no sales tax (except CA, MA, MD, TN).