On the SanDisk Cruzer drives, I'm not seeing where the drive attaches to a keyring. Even if it does, do you wind up having to detach it to use it, or are you hanging your whole keyring by the thing when it's plugged in to a port?
I went to CompUSA yesterday and the Lexar JumpDrive they showed me did not have a rubber cap - I would probably need to order it.