Brand them with your Conference logo and load them with your Conference proceedings and resources. It's a no brainer.
Pen + USB Stick
On the left we have conference materials for 2008 weighing in at 816g. Multiply that by the number of attendees and think about the weight for shipping to the conference (by air in this case), the inconvenience and cost of the extra baggage and volume of paper consumed. After the conference the delegates will carry their 816g books home with them to the corners of the earth.
On the right the conference proceedings on a USB Stick weighs in at 20g. It contains better quality images, the presentation slides are in colour and there is plenty of spare memory capacity so the attendees will keep using the USB pens even when the ink runs out (standard refills!). The conference organiser says that for the next conference he will try the USB business card.