I recently bought a couple of Toshiba TransMemory U202 USB sticks (16GB) see here. I had no problems updating the firmware of several HDR-FOX units with these. Thought I'd post about this in case anyone is looking for an inexpensive USB stick of known compatibility.
That's interesting, but watch out: I don't think there's any certainty that the actual chip inside the package will be identical from one batch to the next if it still meets the published specification (and all suppliers have "specifications may change without notice" in their fine print). However, that said, one would hope Toshiba will be more reliable than a Tesco Special.