Recommended format for USB drive/stick ?

My usual project delivery is DVD or online but I've got a client who is asking to put his (8min) film onto a USB stick.  I've never done this so I would be very grateful for any advice.
What format/settings should I export my standard resolution PAL project out to?
I'm assuming that the USB speed bottle-neck means only a low quality version could play directly from the drive ?
What's the normal procedure? Instruct a viewer to drag a file to their desktop and then play? or keep file playable from drive?
Is it resonable to keep the audio CD quality and then make the compromises on video quality as that is where the intense data damands are?
Or is there something else I should consider?  Any advice would be great as this is a very spikey client!
Cheers
I'm running Studio 3 so that's FCP 7.0 and compressor 3.5.

Excellent. I've just tried that out and the video is playing smoothly straight from the USB stick. Thanks PJ.
A couple of questions. When it opened in compressor the FCP sequence was no longer 16x9 so I saved the template as a custom version and used the 'Geometry / Padding' controls to select the 16x9 setting.  That added 21px above and below which seemed to fix the problem.  Is that the right thing to do? or is there a better solution?
And also, within the Geometry options the frame size controls were greyed out so the mpeg was locked at 352 x 288 px.  This is not looking too shabby even at full screen, but obviously it would be good to be able to be flexible and make it a bit larger.  Any idea why I can't access these controls?
Thanks again

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