for those who are running vista, I highly recommend Readyboost. It is built into Vista and Readyboost helps boot up your programs faster by exploiting your USB Memory sticks for extra RAM. How? Random access memory is faster than your HD, SO by doing some smart caching, it helps your programs load faster. I know I have more than a few programs this would help out with.
For lists of USB Drives that can be used for this can be found over here.