The number of Thunderbolt devices isn't really increasing that fast, but once in a while something interesting appears. The Pegasus J2 from Promise is definitely worth taking a closer look at. It's the size of a 2.5-inch external hard disk and has two SSDs in RAID inside.
The Pegasus J2 comes with a power supply and a large number of plugs, but no Thunderbolt cable. You will have to buy that separately. The box does include a leather sleeve for the hard disk so you can transport it safely, but it won't fit any cables.
Thunderbolt is a combination of DisplayPort and PCI-Express, and you can connect both monitors and peripheral devices with it. It has a lot of bandwidth, with two channels of 10 Gbps each. To compare, USB 3.0 'only' has a maximum of 5 Gbps, which in practice is around 500 MB/s. Another advantage is that you can connect several Thunderbolt devices in a row to a single Thunderbolt port on your computer.
The Pegasus J2 is not able to daisy-chain the signal, so it will have to be at the end of the series of Thunderbolt devices. You don't have to plug in the included power adapter, but it does improve performance. It also makes it warmer, which activates the fan inside.