I use a SuperTalent Pico C USB drive. It feels much less breakable than any other USB drive I've encountered and has happily survived my pocket for over a year. Instead of being retractable or having a cover, this drive uses a somewhat nonstandard, fully exposed connector. The micro-connector has the nice advantage over standard connectors of not needing to be retractable, being immune to lint, and even some level of water resistance. However, as with every micro USB drive, this device is difficult to plug into the back of a tower by feel.