OS X Lion introduces more than 250 new features to the Mac, including Multi-Touch gestures; system-wide support for full screen apps; Mission Control, an innovative view of everything running on your Mac; the Mac App Store, the best place to find and explore great software; Launchpad, a new home for all your apps; and a completely redesigned Mail app.
OS X Lion USB Thumb Drive ships in 1-3 business days. More details on the Apple Store.
Of course you still can just download OS X Lion from the App Store for $29.99. The OS X Lion USB Thumb Drive is mostly for users without broadband internet. Apple also warns that when you install OS X Lion using the USB thumb drive, you will not be able to reinstall OS X Lion from Lion Recovery. You will need to use the USB thumb drive to reinstall OS X Lion.