Flash memory doesn't work like hard drive memory; it can be written to a byte at a time, but if it's erased, a whole "block" of data must be erased, and flash memory can only be written to and erased a certain number of times before the memory starts to fail (most modern flash products are guaranteed to last through 1 million read-write cycles). So, to improve the life of the devices, when you "erase" a file on a flash drive, the operating system has probably left the data mostly sitting there intact. You'll have to reformat and zero out the flash device to have any level of data security.
As a consequence, cell phones and PDAs have given up an embarrassing amount of past users' personal data. So, if you keep your life on your Nokia, Palm, or BlackBerry, make sure you've followed the manufacturer's instructions for zeroing out your flash data before you pass your old phone or PDA along to somebody else.