How about a real Cigar that glows when connected and stores data on the USB memory?  You can build this authentic smelling USB Cigar flash drive yourself in jest 10 or so easy steps.

Before you get started, here is a list of items you’ll need:

Materials:

• A thick cigar
• An USB flash disk of small dimensions
• Some wire, 2 x LEDs (red!), 1 x 10K resistor
• Wood primer
• Some tape
• A short USB extension cable
• Very thin paper, the size of a stamp

Tools:

• Cutter
• Drill and bits
• X-Acto knives set
• Files
• Soldering iron, solder
• Desolder kit (e.g. desoldering braid)
• Hot melt glue and gun

Now here is the overview of How To make a USB Cigar:

1. Bore out the Cigar
2. Wood prime the internal leaves
3. Take apart the flash drive for impregnating into Cigar
4. Add a power on LED
5. Insert electronics into Cigar body
6. Glue the ends
7. Enjoy

There is clearly better and more detailed instructions over at Instructables.  Check it out to see if this project is in the scope of your abilities.