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One of the biggest worries when carrying data about is loss. Sure, it sucks being down a storage device when you've left it on the train or had it stolen off you, but what sucks more is realizing that you didn't encrypt something important, and now that data is potentially out in the wild.
You might choose to mitigate this by using a software solution, but in my experience people forget to use this at the most inopportune times. Far better to use a hardware encryption solution that forces the user to encrypt the data at all times.
This is where the IronKey comes into play. Not only does it offer AES 256-bit hardware encryption, but it is built to resist attack. The device will permanently self-destruct after 10 consecutive incorrect password attempts, and a ruggedized, waterproof metal chassis resists physical break-ins and is tamper evident.
Price: The S250 starts at $110 for 2GB.