They don't necessarily look like USB sticks, but they're called
hardware wallets. The hardware wallet that you're thinking of is probably the Ledger Nano S, because it looks somewhat like a USB stick.
Do you recommend it more than electronic wallets where your cryptos are exposed to hack attacks?
The major hardware wallets are
generally considered to be very secure against malware, and at no point are your private keys exposed to your PC, so yes I would consider them better.
And what are the best physical wallets you have heard of?
I've found TREZOR to be very supportive, intelligent and prompt with updates. I hear (although I don't have a Ledger wallet), that Ledger is similarly very good.