One thing to watch for is that Rds(on) is often quoted at less than the maximum rated drain current. Always look at the datasheet and check that Rds(on) is quoted at or above the maximum drain current that you want to switch, for Vgs = 5V or lower.
btw I should have checked the 4V and 4.5V boxed for Rds(on) test voltage as well as the 5V box.
Many mosfets have Rds(on) quoted at both 10V and at 5V or 4.5V, and in these cases the Element14 site often indexes them under 10V. So there are probably many other suitable mosfets available at Element14.
If you definitely won't need a heatsink, then you can consider power mosfets in packages other than TO220, for example IPAK. One of my favourites is http://au.element14.com/international-rectifier/irlu8726pbf/mosfet-n-ch-30v-86a-ipak/dp/1698317 (Rds(on) = 8 milliohms max @ 4.5V 20A).