VM Ware and USB Devices
If you are running VM Ware Horizon Client, and it's at least version 4.3, you can connect USB devices directly to the virtual desktop that are plugged into the local host. On the menu for VM Ware at the top of the remote desktop window you have the option to select, 'Connect USB Device'.
If you select this option, a flash drive will be assigned a drive letter in Windows Explorer for the virtual environment, but it will not appear in Explorer on the local host. I must say however that on my Asus Windows 8 laptop it took an awfully long time for VM Ware to connect a local flash drive.