Yeah it is a great idea to have a built in USB port in your phone and accept thumb drive connection. It won't be difficult to integrate it to the phone hardware, but it might be problem when it comes to software driver compatibility.

“It's a slim candy bar style phone complete with a big screen, standard SE key layout but touched up with stainless steel buttons. Yes it'll do music, movies, text, email, blah blah and blah so where's the innovation here? It would be the full size USB port, perfect for any thumb drive. Of course it's not meant to have a “sore thumb” sticking out at all times, but it's a way to transfer files like music, videos, and pictures to and from without the need of a computer.”

Source [yankodesign]