The term "cool usb sticks" can change with the preferences of each indivdual; but, in the promotional usb industry a cool usb stick can be simply identified as a deisgn that catches your eye and makes a lasting memorable experience.
The case design is the initial visible element of the cool usb stick and often can be recognized as popular (brands, products, characters) or appreciated as unique (custom shaped, odd, aberrant, unexpected).
Second to the case design is the data, menu, graphical interface, and user experience created inside the usb stick. Music, Videos, Photos, Website Links, and more can be loaded into the USB sticks and accessed through custom menu systems.