I do this all the time. I just use:
gpg -e --cipher-algo AES-256 plaintext.file
to encrypt a file. I don't have any key files nor gpg config files. It just prompts me for a passphrase and I use a multi-word phase.
to decrypt I just use:
gpg encrypted.file
and again I get prompted for a passphrase. This can move files around between linux and xp. It works for Solaris 10 too. I have not yet been able to mount a thumb drive on Solaris 8 though.
Any of those disk scrubbing program is adequate in my opinion. But I like to take old disk drives apart. I get a handful of screws and a few jumpers and those really cool magnets. I have not yet retired a thumb drive, but I would probably do the disk scubber followed by just breaking it up.
Also, take a look at:
www.ironkey.com
The company I work for rejected it because it is only AES-128 but I think that was too paranoid.