One of the options for a USB pen is that it can be used as a promotional item, depending on the company from which it is bought. Many companies that sell these kinds of pens and flash drive devices will customize the pen with a company logo on one or both sides of the pen and optionally pre-load the drive with any marketing ads or promotions. The drive can also have password protection as an option.
One special kind of pen is an audio pen. This kind of pen has a flash drive that is actually an MP3 player. It is designed specifically to store various formats of MP3 and WMA files and has a small set of headphones attached to it. It is able to hold three hours' worth of files that can be played with a built-in 3.7 volt lithium battery. This can be re-charged in only 30 minutes by a USB 5-volt charge.
Another option found on this type of pen is a built-in laser. This means that in addition to the flash drive and pen is a laser beam that comes out of the end of the pen. This can be useful for PowerPoint presentations or when needing to point out something on a wall or other surface. It seems there is no limit to what these pens can do!