Just buy a cheap HDD, it's really not a hassle, nor should it be. I fail to see the reasoning behind the tenacity to not get one.
HDDs generally cost less for more storage, and are less likely to have proprietary nonsense protocols that the Wii's IOS files and homebrew apps can't work with than thumb drives and SSDs are. I personally have
never had any problems with USB thumb drives that weren't caused by incompetent coding on the part of the developer, or random, temporary hardware failure of the USB bus - the unplug it and plug it back in kind - (both of which would impact HDDs as well)
But, as I said, I shop for drives (or, rather,
a drive - a 32GB Toshiba TransMemory for under £10 - I previously used a few old disks scattered around the place which all worked just as well, but had terrible 2006/2010-era capacities - hell, I still have my Mario Kart 8 data sitting on an old 4GB Sandisk Cruzer Blade) without nonsense proprietary things like hardware encryption and lockswitches (neither of which you need - oh no, the cybercriminals are gunna steal muh Path of Radiance savez!) and my need to keep my USB ports and plug sockets free outweighs my need or a few gigabytes of storage.
But, yes. Hard disks are more reliable.
So sdcard is the most reliable?
Nope, nope, nope. Not for running large files such as games, at least. It's usually recommended to install your homebrew to an SD card, however,
avoiding SDHC and up for compatibility reasons with older versions of IOS.
In short, get a hard disk unless you really know what you're doing. And if you need to ask at all, you probably don't.