Lion USB Thumb Drive from Apple for £45.83.
Why does Steve Jobs say you need to have Snow Leopard then?
Because you do. The reason you need Snow Leopard is due to Lion being distributed only through the Mac App Store. The Mac App Store requires Mac OS X 10.6.6, thus installing Lion requires you to have Snow Leopard so that you can open App Store and download Mac OS X Lion. That is why Mac OS X 10.6.6 Snow Leopard is listed in the OS X Lion System Requirements, this does not mean you can only upgrade Snow Leopard. (Source)