Don't worry too much about the memory size. The average trick video is rarely longer than 500MB.
The longest videos that I've ever downloaded from PM are the LIVE lectures was one from Greg Wilson...and it was 1.8GB.
So, an inexpensive 2G drive should be fine.
I didn't mention it previously, but you could download the mp4 to your computer and, instead of the flash drive, you could even burn a CD.