I was looking for a decent usb stick for my xbox and I found this seems to be really fast for the money and yes it is abit more expensive then other 16gb drives but for the extra couple of quid you get much better performance. These are £30+ on amazon and play. Also these drives are very rugged and good quality
Corsair 16GB Voyager USB Flash drive is rugged, stylish, compact, reliable and exceptionally fast, making it ideal for transporting MP3s, digital images, presentations and more. With a data transfer rate up to 19MB/s, this drive is fully Hi-Speed USB 2.0 compliant and is backward compatible with USB 1.1. The drive also has data transfer read rates up to 33MB/s and write rates of 16 MB/s. It supports Plug and Play with many operating systems. Its durable rubber casing is easy to grip and water resistant.