The reliable thumb drive is the redundant thumb drive.

:0)

Seriously tho, one thing you might consider is to see if you can find some anti-conductive epoxy and dip the uncased unit in that.

So far I've had pretty good luck with most units, and it seems physical damage the mostly likely issue (move the computer and bend the drive, or whack it with your knee, or smash it in the bottom of your bag).

Oh, I've heard of people doing this with clear epoxy and embedding contact information in case lost.

http://dmitrybrant.com/2009/08/27/make-your-usb-flash-drive-indestructible
http://wwwebb.blogspot.com/2007/11/how-to-waterproof-thumb-drive.html
http://www.instructables.com/id/Clear-USB-Drive/

Oh, don't forget encryption (as appropriate). I like Truecrypt (free!).

-john