I'd stick to using MP3 players/Ipod's or memory cards via USB. External hard disks usually consume quite a lot of USB power, the likes can only usually be provided by desktop PC's, laptops, games consoles etc. Should be OK for charging mobile phones though.
I have put my music and any videos I want onto an 8gb datastick and use that in the USB port on the car transferring the data from my laptop to the USB Stick. You do need to ensure that the files are in the correct format for use via the MP3 port but it works for me. (AVI for video and WPA for music).
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