Running Programs on USB Flash Drives

I need to get an USB Flash Drive so that I can take a couple of portable 
programs with me when travelling.  I'll be needing to access my GPS device 
to save and load data to/from it using a stand alone program run direct 
from an exe and also run the portable Filezilla as an ftp client.  Is 
there any basic difference between the USB Flash Drives except for size 
and read/write speed?  I've seen one, Busbi 1GB USB 2.0 Flash Drive - with 
new U3 Technology 
http://www.amazon.co.uk/exec/obidos/ASIN/B000BND4GI/ref=pd_ys_pym_a_2/026-1878821-0030858?%5Fencoding=UTF8 
which claims, quote:

"Includes the new U3 Smart Drive from Clever-stuff. Clever-Stuff U3 Smart 
Drives are the second generation in USB Flash Drives technology and bring 
a new level of intelligence to the device. It is now possible to install 
programs to USB Flash Drives and the Launchpad acts as a one-click gateway 
to the installed applications or software portals.

"All 1GB and 2GB busbi USB keys carry the U3 platform, which offers the 
following attributes as well as mentioned above – user does not need admin 
rights (as software is run from the device). The user leaves no traces on 
the host PC that they were ever there and the entire key can be password 
protected."

but, can you not run stand alone applications from any Flash Drive and not 
leave traces to boot?  Is there anything particularly different with this 
drive to any other or is this just marketing blurb?

-- 
Rob

http://www.flickr.com/photos/canopus_archives/