I've been using a cheap mini tripod for a couple of years now. It's small enough that it can be attached to the carrying case for my little point-and-shoot, so I've always got it. I don't use it very often (maybe once a month?) but when I need a more stable shot, it sure comes in handy. It's always with me (well, with my camera) so I never have to say "Crap! I wish I had a little bendy tripod for this!"
Photodoto.com just posted a review of a beanbag tripod (a review of a beanbag?) and it sounds pretty handy. Basically, it's just the same as a normal beanbag, but with the addition of a standard tripod mounting bolt on the top to ensure the camera stays put. I'm not sure how much more useful it would be than the mini bendy tripod, but it would likely be better on uneven surfaces. It might be more of a pain to lug around though. At least it would be a handy projectile to get the attention of a potential subject...
One of the photos in their review shows how handy the beanbag might be. I'm pretty sure I couldn't bend my mini tripod enough to do this:
