I went out and bought both just to test them out (the stores have generous return policies). The Cruzer is faster for straight file transfers. I copied my Documents folder that had a few hundred files totalling 615MB. The Cruzer did the job in about 4 min. The Datatraveler took about 5 min. But when used as a ReadyBoost cache, the Datatraveler seems a little faster based on the time to write 1.8GB of data. It took about 4min 10s while the Cruzer took 4min 30s.
So they're pretty close. The big difference is actually appearance. The Cruzer has a big red LED that hardly ever turns off and is constantly blinking, sometimes even throbbing! It's a distraction compared to the Datatraveler's little green LED that only turns on when it is actually doing something.
The Cruzer comes with U3 software. I play the mahjong, but that's about it. The Mcafee antivirus didn't work, maybe becuause I've already got antivirus software on the computer. The one useful thing about the U3 is there is a password protect option. Handy if you take your stick outside your house.
The Datatraveler is cheaper than the Cruzer, and unless you need the password protect feature, you'd be just as well served by the Kingston stick.
Btw, if you're concerned about your data falling into the wrong hands, you can always encrypt whatever you put on your Datatraveler. That's an alternative to using a password.