I stumbled upon the floppy-drive RAID story (see previous blog) as part of a Google search to see if any such thing as a memory stick (Flash-drive) RAID array is available for Vista. No such luck, of course. But there are quite a few blogs and articles on the Web by Linux users who have successfully created ad-hoc Flash RAIDs from commodity USB hubs and memory sticks. (I recommend this June 2008 article from the Linux Gazette and this even more entertaining, not to mention better-illustrated, piece by Daddy Kewl. Definitely do not fail to read the latter!) Linux supports this kind of madness natively.
MacOS is even better for this. Evidently you can plug two sticks into a PowerBook's USB ports and configure them as a RAID array with native MacOS dialogs. (Details here.) How I envy Mac users!