The LaCie IamaKey looks and feels very much like a regular key, fits easily on your keychain without much extra pocket bloat, and stores up to 8GB of your data.
Sure you can already attach most thumb drives to your keychain, but most are still a little on the bulky side when compared to your keys. The iamaKey drive is made of solid metal, is durable, and is constructed to join your keychain just like another one of the keys. To top it off, they're pretty reasonably priced; you can grab a 4GB drive for $25 or an 8GB drive for $33.
LaCie iamaKey [LaCie via TUAW]