Back in my Windows days, one of my favorite utilities was called Second Copy, which used to automatically maintain a copy of specified files/folders in a backup location, i.e. an external disk, Thumbdrive, whatever. So whenever you created or modified a file in a monitored location, it was automatically copied. To some extent Time Machine does that now for the Mac, although for the truly paranoid the one hour interval between TM copies is too long, or if like me you just want to keep a copy of your files on some portable media.
I use Spotlight Comments to tag and organize my files, and so I can keep all my files in one big folder imaginatively called "Tagged". It was therefore relatively easy for me to duplicate the Second Copy functionality using Hazel with one rule. If you have files in various folders it may take more than one rule for you to do the same.
I set up a "Tagged Second Copy" folder on a Thumbdrive, and copied all the files in my "Tagged" folder to it, so both folders were initially identical. Next I set up my Tagged folder to be monitored by Hazel and created one rule that monitors for file additions/changes in the last 5 minutes, and an action that copies them to my "Tagged Second Copy" folder on the Thumbdrive, replacing any previous version.
So now I just go about my business editing and creating files as normal, and almost immediately my Thumbdrive gets updated with the copy. A Growl notification lets me know whenever a file is copied over so I get instant gratification. I also used to have to remember to manually sync with my Thumbdrive at the end of the day, but now I don't need to do that.