Disguised USB flash drive at the border
 

Here's a 2 GB flash drive that looks like a piece of broken USB cable.

http://www.thinkgeek.com/computing/drives/ab63/?cpg=81H

Dual-use pens that can be unscrewed to be a flash drive or left together as a normal looking pen are quite common it seems.

I wouldn't be caught dead with that in an airport, the TSA would probably think it is an "IED"

Thieves use the internet too. Odds are they already know about this.

The best removable storage looks like any other removable storage and has TrueCrypt's plausible deniability.

Those are usually hidden cameras.

http://www.proofpronto.com/cost-of-living.html

What do you guys have to hide?

Just walk around any convention trade show floor and collect all the free crap pharma companies in particular love to throw at you. You will find ample items you can use to make fools out of u.s. aviation security agents...

1) Scissors and liquid antibacterial hand sanitizer sprays disguised as highlighter pens. You can refill the hand sanitizer's with any liquid you wish.
2) Ceramic pen knives disguised as, well em, penknives unfortunately
3) all manner of usb flash drives - hidden in pens, the business end of a rubber duck, ear rings, eye and ear medication droppers, erasers, mini guns (not very useful - at least the metallic one's weren't).
4) Don't forget the little refolding umbrellas to knock the nice u.s. customs agent in the head with if he asks you something stupid.

Apparently they're now making thumb drives that look like money.

My response to this would violate the TOS and good taste.

I was on my way to purchasing one ... then I remembered this.

Please read "'I've Got Nothing to Hide' and Other Misunderstandings of Privacy"

I'm sure we can have US Customs give your bags and laptop and extra thorough search every time you cross - since as you say, you have nothing to hide.

Our privacy.

Seems it would be much more convincing if both ends were present.
Who would suspect a short USB cable?