The Ultimate Compact Flash/Secure Digital Card Comparison (CF/SD)
This is a extremely useful page if you are into checking out the performance of the CF cards you are purchasing.
It’s also updated fairly frequently when new cards come out.

The data in the tables below was derived by timing how long it took the Canon EOS-1Ds Mark II to write out 16 Large ( Quality 8 ) JPEG and 10 RAW .CR2 photos to the card. Timing commenced when the camera’s card status light illuminated, and stopped when the light went out. Each test cycle was performed 3 times (if the card’s capacity allowed for that) to ensure accurate results. All cards were first secure erased, then formatted in the camera (except for larger-than-2GB SD cards, which won’t work in this camera unless they’re formatted on a computer), prior to testing.
Personally I don’t go for the latest fastest cards (Currently SanDisk Extreme IV 2GB) as they are expensive, but I only buy SanDisk as that’s what every pro recommends and they are definitely the most reliable.
I’m currently using 2x 2GB SanDisk Ultra II cards and 1x 1GB Apacer just as a backup.
As my camera is only 5fps and has a fairly good buffer (around 19 shots with RAW) and I don’t often shoot sport I don’t need the super fast write speed the 166x speed cards write.
I do recommend using SanDisk and also spreading out your cards, it’s better to have 4x 2GB cards than 1x 8GB card, as if that one 8GB card fails everything is gone..
A lot of people still use 1GB cards as they prefer to swap often and safeguard their pics.
I’m thinking of getting a PSD (Portable Storage Device) as well, something like the Epson P-5000, but they are so freaking expensive.
Urgh….GAS (Gadget Acquisition Syndrome) is bad.
