The HDR-1xx0S set of units will not transfer recordings to a USB stick unless they were imported from a USB stick.
However if the disk is removed (perhaps when fitting a larger disk) then the recording can be moved to a USB stick by a PC. In this case I believe it would be possible to play it on the same unit that recorded it.
“Is there a guide somewhere to what video formats it can play?”
No – There are so many possibilities for filetypes and containers for them. I believe that the support is contained within the PVR chipset – Humax are known to favour Broadcom.
I would choose MPEG-2 or MPEG-4 for video and MP3 for sound.