A more surreptitious spy would have a piece of hardware that can manipulate a USB drive without needing a full laptop. Any small USB host would do, from an old MP3 player to a Sony PSP.
It's small, can be powered from a battery pack, you can add some scripts that automount the USB stick and copy everything off (and/or add some things of your own)
But no matter what sort of device you're using, it's pretty far from anything an actual spy might use. Any actual spy would want something discrete enough that you could be watched, videotaped, and photographed from multiple angles while making or picking up the drop, and even with endless analysis of the recordings, still have the security service not know that anything happened.
Some of Tom Clancy's books are pretty decent on realistic spy tradecraft, even if they're dicey on other subjects.
Throw it in a bin along with your morning coffee in a place thousands of people go a day - it'll get mixed in with all the other trash in a landfill somewhere and then good luck finding whose trash it went there with....
Tutorial:
1) Have hardware that acts as a USB host
2) Work with the files just like you would on your PC
3) That's all there is to it