Be sure to check you drawers! In the last few weeks i found 2 other USB sticks i didn't know i had, one is a 32MB :o :) ! ... There is also a alternative, to use instead of a USB stick a (cheap) card reader that have a status light.
This one seems to have a good status light, and has a small form factor and is cheap:
"Adata microReader Ver.3"
http://www.adata.com/us/feature/116
All I have are the kingston data travelers with the aluminum enclosure. No lights.