I was talking with a friend, and realized that none of the current cheapish antenna solutions are really that portable, mostly due to fatigue from holding the damn yuban can in one direction for so long. It would be really cool to have a meshback-baseball-cap-mounted OmniDirectionalAntenna for WarWalking. ForrestEnglish might have some input. Usage of duct tape will get you bonus ghetto points. --AndrewWoods
My current antenna isn't REALLY small, but it's pretty good. I have a 7.5dB 60/60 sector attached to the back of my laptop with velcro, so i can use it when i want, and simply detach it when I don't want it. Gives better signal in all directions than the bare orinoco card, and a huge boost in the direction the antenna is facing, so I think it's win/win.
Here's a picture: 
There are also some little 4dB omni's that I've seen but not tried out, Maxrad I think makes them, ask WirelessSupplyGuy.