I'm assuming you are looking for a flash drive, as such, I'll say I've never had a problem with the PNY brand which is usually on sale about once or twice a month at Fry's electronics (I don't think they exist in your area, so you'd have to use their website frys.com). Like $12 for 8GB on sale, I know they make a 16GB, not sure about a 20.
You could always use a compression utility like zip, winzip, 7zip, winrar, stuffit, etc... (I don't recommend stuffit for PC users - not that it isn't available, just it's not very commonly used with PCs, too bad, it's actually a rather good archive format) and depending on the file types, you might see up to about 90% decrease in size when compressed.