Power Small FINISHED projects from USB

Often I create a small... thing, not really anything to write home about but something that blinks a LED for example and I use and Arduino to power it. This is good for the building stages but using and Arduino just for the 5V output is not efficient.
So I wanted a way to power the devices from USB 5V. this is bad for the laptop health if the project is not finished and there are still problems with the wiring but when all is finished, you can safely source the needed voltage from a PC (remember no more than 500 ma).
My solution is a power cable with a USB male on one end and standard header pins on the other.

Small UPS for RaspberryPi

Some time ago I went into Radio Shack and found a small USB rechargeable battery that has a retractable USB connector on one end and a microUSB on the other. It looks something like this but it is only 800 mah and was on sale for $8.

I wanted to use it as a power source for my RaspberryPi but wanted it to use the battery only when mains where off. I looked around for circuits that allowed for instant swithcing between 2 power sources and actually found something I could make but it was pretty complicated.