The general consensus I hear among security professionals is that USB drives are dangerous. In most organizations (that I have worked at), USB drives are either forbidden or employees are required to get official corporate drives that only work on corporate devices. I don't hear these same concerns over, say, SD cards or CD/DVD-RW.
Are USB drives inherently more dangerous? Do they open up attack vectors that are not possible with other forms of removable media? What are the technical reasons for this?