Best Way to Copy Large Files

In copying files to a USB memory stick, is there a particular file size limit above which simple drag and drop using the Finder does not work consistently? In general can we assume that if it appears to copy OK, then the files are in good shape? For example, if I'm copying a Documents folder with 5 GB of data onto an 8 GB USB stick would it be appropriate to use drag and drop? What are the alternative ways to copy large blocks of data? Is there a way to use Disk Utility for this?
I should mention one of the reasons I'm asking. I've occasionally noticed large copying procedures sometimes cause the Finder to "hang."
I do have SuperDuper which I use to clone my internal HD to a peripheral HD on a regular basis. Would that software provide a way to copy single files or folders containing lots of files to my USB memory stick?
Thanks,
Steve M.
Message was edited by: Steve M.

Drag and drop is fine. There's really no good reason to do it a different way.
The only file limit is if the USB stick is formatted FAT32. Then 4GB minus 1 byte is the largest file size it can hold. If you format the stick as Mac OS Extended (HFS+), there's no limit to the file size, just the capacity of the drive itself.
If you need to share between Mac and Windows, then formatting the stick as ExFAT is best. The only catch is that versions of OS X earlier than Snow Leopard will not be able to read the drive. Windows XP, Vista and Win 7 can read ExFAT. There is also essentially no file size limit with ExFAT.
As far as the hanging, that may be the OS stalling on a file larger than 4 GB if the USB stick is formatted as FAT32.

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