When you need to transport highly sensitive data, sending it in email or over the Internet may not be such a great idea. Transporting a physical drive holding the encrypted data significantly reduces points of possible exposure. Even so, a determined hacker could attack the decryption software, possibly compromising the data. The fully self-contained Aegis Secure Key ($65 direct) uses an onboard PIN pad rather than relying on software. That $65 price gets you a 4GB unit; 8GB and 16GB devices can be had for $95 and $125 respectively.
Since no software is needed, you can use the drive with any USB-capable device, regardless of the operating system. Windows, Mac OS, Linux—even a proprietary device with a proprietary operating system would be fine as long as it supports USB.
In many ways Aegis Secure Key resembles LOK-IT Secure Flash Drive ($76.25 direct, 4 stars). That's only natural, as both license some basic technology from the same source. Both work with any USB-capable operating system, both use an onboard PIN pad for access, both destroy the stored data after ten bad guesses, and so on. However, there are some significant differences.