Explorer in Windows 8 is quite updated and it is as much as possible adapted to the user. They have also added the option to quickly access the Command Prompt terminal window.
If you can't copy files that are bigger than 2 or 4 GB, usually HD movies and such, on to your USB key, it's usually due to the file system the USB key is formatted to.
In this day of age, it's very practical to have a Windows 7 installation on your USB key, for many netbooks and devices don't come with CD/DVD drives anymore.