This will depend on whatever use you have in mind. 128MB seems to be a popular choice.

The established brands have web sites in which this may be stated explicitly. Alternatively, ask the supplier. But beware: the sales person may not know what you are talking about. The instruction leaflet may also mention something like: Works on Linux-2.4, or may have a picture of the Linux penguin. If these inquiries fail, it may be wise not to buy.

Memory sticks usually are packaged with an extension cable (Section 2) and a keychain. The latter provides a safe and with-it way of transporting the device. Make sure that these are included. You may need an additional extension cable, depending on circumstances. Laptop and notebook computers usually don't need them.

Over-the-counter memory sticks are usually formatted in vfat (msdos), and this will work in Linux, but you will not have the strength and versatility of the standard ext2 (or other) file system. This is not a problem. It can be endowed with other file systems as will be described later in this document.

Prices of memory sticks of a given size may vary considerably. It is a good idea to find out what that range is. The internet is excellent for the purpose.