I've two Western Digital 250GB passport drives and so far both work pretty well. I've used mine on a wide range of laptops since I got it and so far haven't encountered any that could not power it. However, when it comes to desktop PCs, the front USB ports don't always provide enough power, but generally it always works fine on a rear USB port.
To give an idea of the size, the following is one against a DVD and a pen. The HDD itself is exactly half the size of a DVD case:
I haven't had much experience with other brands, so can't really comment. Note that DIY kits, where you buy the 2.5" case and HDD separate tend to need a 2nd USB cable for additional power, as I've tried three different 2.5" HDD cases and all required two USB cables (with with a laptop) to spin up the HDD, where as both my WD Passports work fine with the single cable.
The new WD passport models are actually a little smaller than the above, but the 750GB and 1TB models are fatter.
The following shows the performance benchmark (in HD Tune) of my WD 250GB: