all of this stuff confuses me, really... i have an NTSC version of GT4 and the 'slim' PS2... i use a Sony Micro Vault 256mb USB flash-drive... Sony 8mb memory-cards (3, one save is 'original' game, then backup of original game, and a save with all cars in garage sold for tuning experiments)... and for good measure, all is uploaded to a Sony notebook...
ok, here's the deal...
i've turned the PS2 off during auto-saving... i've swapped out memory-card 1 with a second card during the game to save to another card--you can't... i've turned GT4 off in the before racers, middle of races, after races, and what have you... i've done damn near everything you shouldn't do with your PS2/memory-card/USB-drive... and... i haven't had a single incident of corrupted data since i purchased GT4 a few days after it came out...
i see what other people go through, and i can only imagine the horror... but here i am, thinking, "uh--well s**t, why isn't mine *****d then?"... not because i want my data to be corrupted, but because i should be paddling up the creek without a paddle too... what gives?!