Just flash drives. Actually, any flash media (also including SD cards, for example, and even to a lesser extent most SSDs). What Magic Banana refers to is that any given bit on flash media can only be changed so much before it becomes useless, so writing to flash media effectively brings it toward the end of its life. Constant writes happening all the time are the easiest way to make this happen quickly. Cheap flash drives are also more likely to not be designed very well with regard to this, since they're used just to transfer files, but I don't know that this actually happens in practice.

It's OK to put an OS on flash media (for small portable devices, this is even necessary), but you need to be aware of this limitation and should do some things to reduce the amount of writes that happen. In particular, you should not use a file system with journaling (use ext2 instead), and ideally you should disable logging as well. You also ought to not use swap, but if you do use swap, you should have a swap file that you turn on only when you need it (e.g. to hibernate).

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