Nevermind using CDs or memory sticks to store all your files when you have a Mac - although backups are always smart. If you have internet access, try Apple's iDisk, which allows you to store digital photos, movies and personal files online. It's easy to use, and allows you to access your data from anywhere and everywhere, as well as mix n match files with your friends and family.
Even if you do work offline, iDisk will synchronize your files when you are back online. The total iDisk storage amount is 1GB (which translates to alot of pics and mp3 files)!
Visit Apple.com for a step by step instructional video on how to use iDisk. You should have been offered a free 30-day trial when you bought your Mac, so if you haven't used it, try it out.