Hi there Alex and Welcome!
By "memory reader" are you referring to the transferring device you use with memory cards or are you referring to a reader/storage device?
Reader/storage devices typically have a harddrive or other type of built-in storage unit. Whereas transferring devices like card readers do not. Devices like "thumb drives" have storage capacity but I don't believe you can transfer photo files to it without using a computer as the interface.
There are reader/storage devices on the market that are small. I have an older one made by MindStor which is about 6inches by 4inches by 1inch and has a 20GB harddrive. You place your compact flash card into a card adapter which is inserted into the device. You can transfer all your files from your card to this unit's harddrive, erase your files from your card, and continue shooting. It's battery operated (rechargeable) and very convenient. Then, when you're back home or at the office, you can transfer your photo files from this device to your computer with a firewire.
On longer trips I take along a small laptop with a built-in DVD burner. I transfer the files from the compact flash card to the laptop and burn them to DVDs. Then I erase the card and continue shooting.
Both these methods work well and I can carry them onboard (flying) easily. Either or both methods may also work for you.

As far as whether or not Fuji XD cards are the best for the Fuji Finepix camera, all I can tell you is that Fuji makes great products. Unfortunately, I don't know enough about XD cards to be of much help in this regard. What you do want to look for is a card with fast writing speeds that are compatible with your model camera. If, for instance, your camera writes quickly (allowing you to move onto taking your next images), you'll want to use a card that is compatible with that speed. You don't want to use a slow card. In compact flash card lingo, 4x speed is slow ... 80x speed is whopping fast! Hope this helps a little.
Good luck! and have a terrific trip!