Behold the Antminer U2. It's literally a Bitcoin miner on a stick, a USB stick. This device hashes at 2 GH/s (giga-hashes per second), and it uses just 2 watts of power. They can be overclocked to 2.4 GH/s, too. As of this writing, they're just US$23 new from JonesGear (use coupon "MacObserver" for 5 percent off). If you want to dip your toes into Bitcoin mining just to see what it's all about, this is the device for you.
You can run them with CGminer and BFGminer on Windows and Linux. Mac users can use the command line version of either software, or MacMiner from Fabulous Panda, which puts puts a GUI on the command line apps. There's another GUI app called Asteroid you can use, too.
I love MacMiner.
The U2 has a fat heat sink on it, as shown in the picture, which means for most USB hubs, you'll only be able to use every other port. That would be an issue if you were planning on getting a lot of them, but I'm here to tell you not to get a lot of them.
At $11.50 per GH/s, they're expensive. Like I said, they're great for dipping your toes, but for a little more money, you can get a really cool device called the ASICminer Cube.
JonesGear also has the YellowJacket 2.2-3.0 GH/s USB ASIC Miner based on the Nanofury chip (a Bitfury chip, to be specific. I haven't tested this device, but it runs at 2.2 GH/s without overclocking, and JonesGear has it for $19. Use coupon "MacObserver" for 5 percent off.
Next: The ASICminer Cube