Just a regular USB memory stick, or a memory card reader etc.
So, just what do you need?
The most important in this is a what gets called “USB OTG adapter” cable, OTG just stands for “On The Go”. There’s MANY variants of these. I buy mine from ebay for like $1 each. Oh, and of course a USB memory stick.
And, that is pretty much it. Connect adapter to phone, and then insert USB memory into that.
And, before you remove the memory stick: sometimes it’s wise to unmount it first, just to be on the safe side.
Settings > Storage > Unmount USB Storage
Can I use a memory-card reader?
Yes you can. You can use pretty much anything USB.
Even a portable USB harddrive?
But, using a a USB harddrive can get slightly tricky since you will need special cables for it and the USB drive formatted to a file system that the phone can read. More on that