Installation:
The physical installation was obviously the easy part. The four drives were compact enough to connect to the USB hub, although they were slightly skewed due to the bases touching. With everything powered up, a handful of red LEDs indicates power to each device. When the drives were active, their individual LEDs would flicker, making it very easy to tell which drives were in use by the RAID array being tested, as well as which drives might be having problems.
 
The actual configuration of the drives was by far the more difficult part of the process. There is no such thing (as far as I know) as USB RAID controller hardware, so all efforts were going to have to rely on software based RAID.
The first attempt I made was under Windows XP Professional, as I had experience in creating software RAID arrays using standard PATA or SATA drives, and I assumed it would work on flash drives. No such luck, as the options I wanted to access in the Windows' Logical Disk Management tab were all greyed out for these drives. I struggled with it for a while, and then attempted to locate a third party solution, all to no avail.
The next step was to try to make it happen in a Linux environment. Using CentOS Linux 4.0, I found two fairly simple methods that both showed promise. One method was the Logical Volume Manager (LVM), a GUI drive configuration utility included with CentOS. The second method was mdadm v2.2, which I downloaded and installed from the link provided.
The screen shot below shows that the four identical thumb drives are actually recognized differently by Linux (and Windows). Three of the four drives show up as "USB 2.0 Flash Disks", while one shows up as a "Chipsbnk Flash Disk". The drives also have different capacities, as the Chipsbnk device provides 502MB of space, and the others provide 496MB of space. The differences had me slightly concerned about compatibility and performance in the various arrays to be tested, but assumed the differences weren't significant enough to matter.
The LVM method was easy to use, as the graphical interface allowed me to step through the various configurations in a familiar environment. The main limitation here was that I could only select 'striped' or 'linear' drive configurations. Striped would obviously be a RAID 0 type configuration, while linear implies that the volumes assigned to the array would just be summed into one volume... not a RAID array, but simply an extension of one drive to the next.
The screen shots below show the interface for using the Logical Volume Manager.
 
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