Well, the cheap USB pen drives have no wear-leveling and use MLC (multi-level cell) NAND-chips, so you're looking at a write-endurance of about 10,000. Open-E had some problems a year or two back with running up against that limit because of logging, etc, but all the latest releases (not sure the first one, but any ones that are build 3278 or later are good) I believe are updated to do less writing to the module. Already, the swap file is put on your volume group disks and not on the module. Plus, the new modules that Open-E has been using for a long time now are amazingly good hardware-wise.

I would recommend AGAINST using the cheapest pen drives. If you use a pen-drive, make sure to use one that has built-in wear-leveling or uses SLC (single-level cell) NAND chips. Your Best Buy sales rep will probably have no idea what you're talking about, so you'll have to do your own research. Also, anytime you plan on rebooting, it's a good idea to have a backup module handy. Or at least a demo-CD. Having a backup will keep the gremlins away...