As noted by 9to5Mac, the USB thumb drive is available for sale on Apple's online store for $69.00. Apple had pre-announced that they would be selling the USB stick back in July. The USB stick offers the full OS X Lion installation without any need to download it over the internet:
OS X Lion is available on a USB thumb drive for installation without the need for a broadband Internet connection. Just plug the drive into your USB port and follow the instructions to install. OS X Lion is also available for a lower price as a digital download from the Mac App Store.Earlier this month, Apple released a downloadable utility that would let users create a Lion recovery partition. That partition, however, still required you to download Lion from Apple's servers.
At $69.00, this USB option costs $39.01 more than the corresponding digital version through the Mac App Store. OS X Lion also remains available on the Mac App Store for $29.99.
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Source: http://www.macrumors.com/2011/08/16/apple-starts-selling-69-os-x-lion-usb-thumb-drive/

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