There is no difference between flash drives that would make one work better for Music than another.
What you are connecting the USB Flash drive to is going to dictate capabilities, not the Flash Drive itself; This is the case for all the features you mentioned (Except capacity, obviously!). The stereo may have capacity limitations, file format limitations, file system limitations, etc. IF you can find the model number it should be possible to determine what limitations it has and how it works with MP3 playback. Stereo's
usually have fairly basic capabilities in this regard as tehre isn't a lot of demand for the feature overall.
I'm also finding that again the device that I'm playing them on doesn't always play them all back in random order. What I mean is it seems to select tracks that it's already played recently, still randomly, but the same one's I've heard the previous time I used it. When there's several hundred tracks on the drive you'd think that wouldn't hear the same one again for quite A while. Unless you're a "music head" like I am you may not understand what I'm saying.
There are LOADS of algorithms for shuffling. Again, it will differ based on the device, What you've described is "full random"; when it plays the next song it chooses it from all songs. What you want is a weighted algorithm where previous played tracks are less likely to play, or where instead of selecting a track from all available tracks, it will disregard the tracks it has already played until it has exhausted all available tracks.