Not one to skirt away from pointing out the obvious, you could buy a larger flash stick now that they're so cheap. I got a 16GB one for £15
a few weeks ago.
If you need serious space on the move though, as Astro says a laptop drive is your best bet. They really are very small considering how much data they carry, and they're good value byte-for-byte (I recently paid £45 for 250GB):
You can even get little enclosures to help protect them:
Not as small or durable, but worth considering if it's being used for remotely professional use.