Seen a lot of people very happy with one of these little MicroUSB/MicroSD reader/adapters - Mini MicroSD Card Reader by Meenova. You'll need to buy a separate microSD card.
Other than that take your pick of any standard USB stick with an OTG cable, or try your luck with one of the funky USB sticks with both standard and microUSB connectors and inbuilt OTG - example rather than a recommendation - http://www.sandisk.co.uk/products/usb/dualdrive/