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With USB storage you kinda get what you pay for. If you pay $8 for a no-name 128Gb USB key then don't expect it to work or be reliable or anything! (As it's more likely to be a tiny key giving back false geometry)
Depending on your usage wouldn't just using MS's Virtual PC be an option and just fire up the virtual instances of Linux as you need them?
Of course there will now be people jumping in with the reverse "M$ is evil, blank Win7 go Linux all the way and if you must deal with the devil then run Win7 in virtualbox"
What I would strongly suggest is that once you've got your USB keys running make use of some form of clone software (clonezilla?) and store an image of your USB key either on your computer or on another USB key, that way if you do start having any problems you can just restore your image rather than having to rebuild.
Yes, that makes sense. My main desire is to separate Windows and Linux. I submitted a similar question (thread) several years ago but I wanted to see if anything has changed. My main concern is if USB ext4 would be stable and reliable. Basically: Portable, reliable and decent speed are what I want.
Personally I would use EXT2, have heard bad things about ext3/4 on usb
The usb I have with ext2 is a 2GB Kingston and it's old but never had any problems with it and have put all kinds of distros through it, etc.
I use Grub Legacy also with Plop bootmanager too
I have run Linux from both USB Flash drives as well as external USB HDDs.
I find that ext4 works without issues on flash memory, though there are some tweaks that are often recommended for your /etc/fstab file. (it's the same tweaks used for SSD though I don't recall off hand the exact changes)
I suggest you don't put swap on a flash drive though, some are slower than others and swap serves little purpose on a slow drive.
As has already been said, get good quality flash drives from a reputable vendor. There are a lot of fake brand flash drives out there and many of the no-name generics are made from the flash chips that were sold off as factory rejects by the big boys.
USB HDDs actually work better though, and the 2.5" 1TB type draws power from the USB port and has ample space.
I've also dropped mine more times than I can remember and it's shown no signs of trouble. (though I do have it backed up if it does fail)
I haven't tried this myself but know HP engineers who use Pendrive Linux to hold their firmware upgrade and disgnostic ISOs.
You can obviously use it to hold different Linux ISOs as well (er... that's what it's really for!)
I have a Slax USB drive, which I purchased from http://slax.org, on my keychain. I carry it everywhere I go and have laundered it by accident once. I use it on friends' machines, at hotels (both on my laptop and on the public computers in the lobby), I have taught classes on programming and animation using it as my OS, and I have written a 200 page book on it. In short, I cannot recommend it highly enough.