Such as:

http://www.softwareandstuff.com/ACC10541.html

or

http://www.softwareandstuff.com/atpromse.html

would seem to be uncomfortable for daily use.

If you use up the extra space in the mouse with other things,
there won't be space for the cryogenic Lego figure.

http://metku.net/cryo/

Seriously, compared to keyboards, mice have very short lives
with me. I don't want anything extra in the mouse because that
just means it will cost more to replace.

Check out CompUSA for those Sony mice--last time I visited a store, a few months ago, they had those mice marked down as clearance items.

Sony's had one for memory sticks for a couple of years now...
http://www.amazon.co.uk/exec/obidos/ASIN/B...202-4386966-7632635

It might be nice to have one that'd do all the different formats, but I don't think they'd fit neatly into a mouse. I have one that fits a 3.5 bay on my computer and they take up a bit more space than one might think. I know I wouldn't want to mouse with a bunch of grooves cutting into my hand; nor would I want those slots getting dirty from use.

Maybe if the mouse opened up and the slots were inside it.

How about:
http://www.dabs.com/products/prod-info.asp?quicklinx=2FP0