The best, cheapest and easiest option would be a software solution that comes with the cipher text.
You could put both a TrueCrypt binary and a container on an old-fashioned USB storage drive.
TrueCrypt runs on Windows, Linux and Mac OS.
It has also been shown that some (not all, but some) encrypted thumb drive have weak implementations like storing a hash and powering up the storage when presented with valid input. Hack: power up the memory yourself, unsolder off microprocessors etc.
And always remember:
You cannot reliably remove data from flash memory. Really confidential files must only be stored in the encrypted part and might be available to third parties even after removal, when stored in the clear just once. (cf. Wei et al., Reliably Erasing Data From Flash-Based Solid State Drives)