Beags, I have not personally encountered any problems with USB memory sticks, but I have had several with USB hard disks.
There is much less likely to be any write-back latency in a USB memory stick - being solid state it is nearly as fast to write to as main memory.
I don't know whether it is related or not, but I have seen many flash memory devices discarded as having become "unreliable" - I wonder if this has anything to do with premature ejection