for the wii u it must be usb drives, it can't store games on a usb flash drive or sd card in an adapter afaik... must be a hard drive or maybe an ssd
but it also can't draw a lot of power because the wii u's usb ports are current limited! so preferably it has its own ac adapter
@noiob when my friend tried, i think, an sd card, it got corrupted within hours
i have no idea how the fuck nintendo managed this...