The utility dd
can do this pretty easily. For instance, to clone your main drive (say /dev/hda) to a usb connected mass storage device (say /dev/sda1) you would do:
dd if=/dev/hda of=/dev/sda1 bs=1M
The bs argument is optional but using a bigger one should speed things up. You would of course need root access in order to copy directly from a device like this. Also make sure you have everything backed up somewhere in case something goes wrong (like accidentally switching the if and of arguments).