One of the greatest inventions known to man is the USB Flash Drive.
I have two of these, one that I purchased about 2 1/2 years ago for $80. It holds 256MB of memory and I still use it quite a bit. Over the last two years I've put everything on that drive from pictures to music to backups. It's been indispensable.
For Christmas this year, my fiance got me a new one. It was $54 and holds 2GB. Just like my old 256MB drive, I take this everywhere with me. I've had people borrow it at work to transfer files. It comes in handy when I need to bring new device drivers or new photos to a friends house.
If you don't have one of these things, you should get one. Since I doubt that you live close to the store where I got mine, I can recommend an online place. They have USB Flash Drives for as low as $15.50 for 1GB and $29 for 2GB. Where was this place when I was looking. I have included the link below, just click on the big graphic image and it will take you to the web site where I found the deal.