Oh I like the Timbuk2 bags Reggie suggested. Very nice.

I'm not a fan of plain USB sticks or any other kind of storage devices. They get obsolete pretty quickly, and then they're just junk in the drawer. I'm not so big on card reader / adapter things, either, unless they serve a big purpose for a current device I own.

If you want a little plastic thingy to give away, I'm going to second the motion for some kind of USB host adapter. That's been one of the strengths of the devices so far, being able to be a USB host, but the host adapters are very hard to find.