If in doubt, get the old Kingston DataTraveler 100 - DT100, not the new DataTraveler Style. It appears to transfer faster than the other 3 I tested.
The SanDisk 4GB Cruzer comes with auto-start software on it, which might be annoying if you don't use it and just want to copy-paste data. Even after I completely removed the software, SanDisk Cruzer would not play any songs when I plugged it into my car radio's USB port whereas all three Kingston's would.
I was surprised that the old Kingston DataTraveler was faster. As much as 20% faster.