First of all, I'm running OS X on both my Mini and my main Laptop, so I'm sure this would be a little more complicated on a windows or linux mini.
I formatted my 16GB Sandisk Ultra II SHDC for OS X and copied my World of Warcraft folder from my main laptop over to the SDHC card. I had originally tried this procedure using a Corsair 16GB USB drive, however, this proved too slow for gaming. The SDHC card, surprisingly, works pretty well. Naturally, the mini is nowhere near a gaming machine, so when I say that I can play World of Warcraft on here, I am not talking about any serious raiding or multiplayer. It does work good for gathering loot (mining, crafting, auction housing, etc) and basic level grinding though.
As a side note, does anyone know what the FASTEST SDHC card that can be used on the Mini 9 is? I was thinking of going with the Sandisk Extreme III, but I've heard of bottlenecking issues on the reader, so I don't want to waste money. Anyone have good results with a particular card?