There are many USB sticks on the market, some of which are specifically advertised as being suitable for encryption. In theory any USB stick from a reputable manufacturer can be used for software encryption, but for hardware encryption ITS recommends sticks tested and certified by Sophos.
The latest listing of Sophos-supported USB sticks is shown at the following Sophos webpage:
Note that this listing is solely of hardware encryption USB sticks. You can use any stick for software encryption but you will need some software to encrypt it for you, for example Microsoft's Bitlocker To Go. (Be aware that Bitlocker to Go only works on Windows 7/8 Professional and Enterprise editions. This is all PCs on campus, but is rarely the case for home PCs.) Some sticks come with some software, but whatever you buy you must ensure that it supports at least AES-256 encryption.