This largely depends on your intended use for the drive. Most thumb drives come pre-formatted as FAT32 for cross-platform compatibility with Windows, Mac, and Linux compatibility. Unfortunately this formatting scheme limits the size of any given file to 4GB, so you'll find that some high definition videos, databases, or secure file vaults won't fit with this formatting type unless they're first placed into a multi-volume archive with a utility such as WinRAR or 7-zip.