The default solution that school kids use is a USB thumb drive. This is NOT recommended for extensive use, because it does not have the required longevity to maintain your files over the long run. Don't use that!
the next most likely choice is a USB BUS-powered external drive, something like this:

About actual size, about 1/4-in thick.
Many Bus-powered drives have the problem that when the computer sleeps, they generally do not transition gracefully to standby power and behave rationally. Instead, you get "Disk Not ejected properly" messages when the computer wakes, and may have to repair the disk OFTEN.
A slightly larger and more robust SSD drive with its own power supply is the most trouble-free solution.
But remember: with this solution, no one may be making backups of your files. One drive hiccup and it's all GONE.
"You don't need to make a second copy of ALL your files -- only the ones you EVER want to see again". :)