I'd say don't auto run anything it'll just piss people off. We've given away quite few with a reel and pdf brochure on board but tucked away in it's own folder so users don't feel the need to delete cos it won't stop autorunning everytime they use our branded usb drive...
Just a thought, but we decided it would piss you right off if something just loaded everytime you used it ( I know it can be fixed easily, but we figured that was like saying we didn't know how to treat our users).
Don't get sand on your ice cream...