For $59 you can pick up a 1 gb Zip Zip LEGO memory stick.  The memory stick is actually embedded within an actual brick of LEGO.  If you want one, maybe you’ll have to move fast because the product is not endorsed by LEGO, “the LEGO Group of companies [do not] sponsor, authorize or endorse this site.”  So… you never know if LEGO will get upset about the use of their trademark.