I like using the Apricorn keypad flash drives. Like this Lenovo, it's doesn't connect until you unlock it. Password entry is via the built-in keypad so no software is necessary. It's also got a small battery so you can unlock it before you plug it which could prevent someone sniffing the USB 5V rail for any noise. Needing an app makes the Ironkey useless for anything that isn't running a normal desktop OS.
All the devices with keypads are extremely vulnerable to hardware MITM of the keyboard/display. Same with the fingerprint ones. They rarely have secure elements so the PIN is also a weakness. And of course many of them just store the key internally instead of using a key stretching function, or don't do enough rounds, or use weak randomness.
For key entry you really want mutual TOTP or a separate ignition key, like a yubikey, that you insert into the drive.