speaking of USB formatting.

Hi folks,
A slight dance step to the left question from the previous thread.
...makes humble confession.
I have never needed to buy a USB stick before.  External USB drive, yes. 
stick no.
However, after a challenging install of rockbox to my IPod classic, all of 
its contents now exist in a zip archive.
I want to safely move this zip file onto something else, with the goal of 
having the USB stick easily seen, think files directory,  if that makes 
sense.
So, is it best to live the stick unformated?
Seemed the prior thread had a member meeting with challenges by formatting 
in advance.
For greatest flexibility in a Linux, or Unix environment?

Thanks,
Kare