Question: Is it better to save music on webspace provided by IP or on a thumb drive? 

Answer: you mean to make it portable.  It depends upon your needs.  a flash drive is nice but if you have a  lot of music (say more than 1GB), then save it on webspace or better yet, on your hard drive and make the hard drive accessible from the internet.  http://www.aprelium.com/  is a good place to get a free web server software that lets you protect your web site with cgi-based password protection.  Also it supports directory listing so you need to know no HTML programming.
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