I carry my USB stick in my pocket quite a lot and found that quite a few people do this too. Bearing this in mind I think that a bulky or sharp, pointy USB could be very uncomfortable.
I also considered the fact that people lose USB sticks and thought that maybe having it on a chain or some other jewellery fastener could be an option. However, as this is going to be a promotional product with branding on, it probably isn't going to be a very fashionable thing to wear. I wouldn't want to walk around with a Coca Cola necklace on for example. Having said that, if I decide to go for a very chic brand, this could be an avenue to explore.
