It's a great idea for a bunch of reasons. One is perceived value. People thing those USB things are worth much more than a CD (still true, but they really aren't that expensive anymore wholesale) and it gives the band the choice to deliver different content on the key, from music to videos to games to wallpapers and such. Tons of potential. Plus it more directly touches how people use music these days, most often collected on PC now than on CD or other material.
Downside? The keys themselves are small, so there will be a ton pf packaging required so they can't be easily shoplifted.
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