My Cherokee came with an Insignia ESP car stereo when I bought the Jeep a couple of months ago. Some googling has let me find out that Insignia is the Best Buy house brand. It has an AM/FM tuner, a CD player, an AUX input in the back and a USB jack in the front. I'm using a Sandisk 512 MB flash drive with it with no problems at all. If I have music residing in sub-folders, it will sequentially play all of the music in the root folder first, then it plays the music in the sub-folders. If I select "Shuffle", it will play randomly from root and sub-folders. These are all mp3's that I play, the stereo faceplate says it will play wma's as well but I haven't loaded one on the flash drive yet. I think the USB jack is a great idea on a 4x4 - this stereo's cd player has really impressed me with it's ability to avoid skipping during rough terrain but the flash drive is 100% skip-proof (I suppose I could hit something hard enough to jar the memory stick loose from the jack but that hasn't happened yet). I'm not familiar with the Sony you mention but it seems to me that a removable memory card would be easier to change the songs on than a built-in one.
In short, I like the technology.
Late Add: I just reviewed the owners manual for my car stereo and found out:
A) It can record audio to the flash drive. Don't know if I'll ever use it but nice to know
B) The flash drive is limited to 1 gb in size. Probably won't be an issue for me but something for you to be aware of
