We're launching a new product today - a 40 GB pocket USB Hard Drive you can use with your Zaurus (or PC, or Mac). It has a battery so you can use it directly in your Zaurus. It can be powered via USB or the supplied main adapter as well.
It supports USB OnTheGo so you can also plug in any USB Mass Storage device like a Digital Camera, PSP or MP3 Player directly to the drive and press a single button to back them up.
It also comes with a USB Host cable which you can use with your Zaurus.
Check it out at: Fig Labs Accessories Page - USB OTG HD