if you want to get all of your documents onto a stick (s) in one go then it will really depend on how much space your documents take up as to what size you need. you idea of lots of documents is probably different to mine. Have you thousands of pictures and videos? letter probably won't take up much space at all.
If however price is more important to you, get a cheap one and put part of your documents on it at a time, then when they are transferred, delete them and fill it up with new ones