I'm currently using a 64GB Kingston USB 2.0 DataTraveler with 2,000+ songs in my 2014 CX-5 GT. It generally "works"...but there are some problems:
1. The more songs on the drive, the longer it takes to initially load whenever you turn the car on. With currently 2,500 songs, it takes about 2 minutes to load up before it's able to play. Not horrible...but why not save a snapshot of the drive so you don't have to do this every time? Then if the drive hasn't changed, you don't have to load. I originally tried an iPhone 4 through the USB port, and that took 5-10 minutes to load approximately 3,000 songs...so in my experience a USB drive is much faster.
2. After waiting a few minutes for the drive to load, it starts playing the first song alphabetically on the drive, and doesn't resume playing where you left off. This is very annoying...why did they not think this simple feature was important?
3. When shuffling all songs on the drive, the shuffle order will sometimes be exactly the same. Although, I think I have found a way around this by skipping a few tracks first, then turning on shuffle.