Mine always restarts where it left off when I turn the car off and back on, it doesn't matter if it was 5 minutes or 5 days. The only time it starts over at the beginning is if I unplug the drive.
I wonder if part of that was the folder structure on the drive. I've had up to about 12 GB of music on my 16 GB drive and at most it took about 5 seconds to start playing music when I'd start the car. But I just drag each individual album to the main directory on the drive since it doesn't help putting them in any other way. I use the small USB drives that only stick out a half inch or less and the first one I used was somewhat slow even when using it just for files on the computer and it took maybe a couple seconds more to load each time I'd restart the car.
I do wish it had some way to do those things with a USB drive but I am happy it at least has the USB as our Mazda3 doesn't.
Here's the drive I've had good luck with:
http://www3.pny.com/category_buymulti.aspx?Category_ID=459 They only show up to 8 GB on their site but they have a lot bigger. I haven't tried anything over 16. I like it because it doesn't stick up too far so the tray can sit above it and I don't have to worry about catching it on anything as easily.
My first USB drive was a no-name one that was even smaller and it would occasionally have errors and the player would crash and switch to radio. This new one has been trouble free.
All my files are MP3s at 320 kbps and work well.
Trevor
Mazda Accessories