... consider a portable hard drive instead of a flash drive - it should work just as easily (most don't need special drivers or anything, but ask before you buy), and it's likely to have a much faster transfer rate than a flash drive so you'll have less issues with saving and loading.
Transfer speed isn't limited by the drive, it's limited by the interface. Since most external drives and flash drives are USB, it's limited to USB's positively sluggish rates. Otherwise, saving to a flash drive would actually be faster than to a harddrive.
As se5a says, USB2 is a lot faster than you give it credit for.
A couple of quotes from wikipedia:
"For writes and consecutive sector reads (for example, from an unfragmented file) most hard drives can provide a much higher sustained data rate than current NAND flash memory."
"Modern flash drives have USB 2.0 connectivity. However, they do not currently use the full 480 Mbit/s (60MB/s) the USB 2.0 Hi-Speed specification supports because of technical limitations inherent in NAND flash. The fastest drives currently available use a dual channel controller, although they still fall considerably short of the transfer rate possible from a current generation hard disk, or the maximum high speed USB throughput."
"Typical fast drives claim to read at up to 30 megabytes/s (MB/s) and write at about half that"
Flash is faster for small reads/writes because it doesn't need to spin up like a HDD, but with something large like a DF save folder the flash memory will be slower.