Not an expert opinion, just the reason I went with the Pi personally.
Also, they run Linux by default, so you don't have to worry about installing it and whether it's going to work.
So much misinformation in these replies; the USB sticks will tend to have hdmi, usb, microSd, much faster cpu, more memory, wifi, run full linux. IMO they make a better 'mini PC' but the Pi is better for hacking with other hardware.
The Pi does have to jump through more hoops (eg CE certification) to go on sale in the EU/US, so it's not 100% fair comparison from that angle.
The mk802 has been superseded with faster cpu's in the USB sticks so argument probably holds even stronger new. You can still get mk802, though, e.g., $33.48 with free shipping and HDMI cable, USB, power adapter: http://www.amazon.com/MK802-Android-Google-Player-Allwinner/...
It's comparable to an arduino in a way, it lets you use a full power computer in a prototype embedded system or simple project easily.