Basically, I have one or two memory sticks similar to this, for the reason that it works great. It's used on cellphones, video cameras, PSPs, and many more. It stores music, pictures, and whatever data it can show on a device, depending on the size of the memory. For example, 256 MB, 1 GB, 4 GB, etc. I think highest memory it reaches is 24 GB :D. But I'm not that sure, because my brother said that he saw a 24 GB PRO Duo memory stick.
I've used this memory stick on my cellphone by puuting songs that I like and some pictures, I've also used this in my video camera, PSP. You may find some package deals when buying this kind of memory stick, the one with a Pro Memory Stick Adaptor. I would recommend you to buy this for future purposes. Like for instance, MOST video cameras such as mine use this. It really depends on the size of the memory stick, if it fits the hole on where you put it :P .