The Thanko Spydisk packs an SD card reader/writer along with 512 MB of its own flash memory into a pen the size of one of those jumbo pencils you used in kindergarten because you had no hand coordination. The USB connector is hidden under the pen cap, and the car reader is behind the pen's clip. It costs $50 plus shipping, and I question its spy-worthiness. Of course, I'm not a very good spy. The last time I tried to steal a company's trade secrets I didn't download anything, and accidentally uploaded my personal banking information, along with some private pictures my girlfriend and I took on vacation.
USB Spypen is Huge, Won't Trick Anyone [uberreview]