Using persistence is a good way if you want to safe guard yourself online, as long as you don't let it automatically save.

When you put a 'live' onto a thumb/pendrive, it is converted to a 'CD/DVD' which has no MBR. To restore it for normal use, zero out the first 1024KB using 'dd' then partition & put a new file system onto it.

FWIW, I just did a normal (not live) install of Debian on a USB3.0 thumbdrive - SanDisk - Ultra Fit 32GB USB 3.0 Flash Drive, on sale at Best Buy right now for only $12. I had read reviews to make sure performance was good (136MB/s read, 31MB/s write). It's very nice! Performance is MUCH better than any USB2.0 I've ever used. It's on par with a low end SSD, which is what you'd expect from the performance numbers.

Performance is much better than the spinning hard drive in this laptop. I'm keeping the spinning hard drive for storage of large video files, while the compact USB3.0 drive is used for the OS and other data. This lets me spin down the hard drive for reduced power consumption and reduced noise.

I did a full install of antiX-17_x64-full.iso onto a 2.0 USB drive. It is fast and there was not issue in running and applying all updates.