I use a memory stick and my mobile phone (HTC Desire) to play music from but there are two problems with this arrangement:
1. Traditional USB sticks poke out too and could be snapped off
2. USB cables for phones tend to be rather stiff and also stick out
Here are some workable solutions that I've purchased and tested myself.1. Retractable USB cable
This is a genius invention because it's dead small, the cable is "limp" and so not bulky / unbendable. Better still you can fix the length of it. I also have a similar version with the older small USB end. Allows data connection and charges phone at the same time, meaning I've been able to break even on my electrical socket count since getting the radio LINDY Retractable USB 2.0 Cable USB Type A Male to Right Angled Type Micro B Male 80cm - £9.94
http://www.amazon.co.uk/gp/product/B0027I6MB4/ref=oss_product2. Bendable USB adapter
This works a treat too and is useful for making those USB memory sticks point sideways, reducing the chance of snapping them off and/or damaging the main unit.LINDY USB 360 Degree Adapter USB A Male to A Female - £7.94http://www.amazon.co.uk/gp/product/B000QY0NVG/ref=oss_product
Hope this helps someone.