USB Flash Drives - I always just yank 'em out of the PC.
When you have the drive plugged in, fire up windows explorer and right click your drive. Bring up the Properties. On the last page you should see the details of the caching policy. For Flash drives this will be set to allow quick extraction, but for those mini-hard disks this will normally be set for speed.
This is the bit that makes the difference with Quick Extraction. So even a normal hard drive can be converted to a quick extraction one using these settings. (Though I think these settings are "per OS" not "per drive", so they need to be changed on each PC)