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My standard memory card for shooting; the Sandisk 8gb Ultra is a great compromise between size, speed & cost.
What you need out of your card is going to depend on what you shoot and how you shoot it. I choose this particular card as it provides a decent shoots' worth of images, around 300 at 12mp, while not being too expensive (until you buy half a dozen!). Any larger and you risk too many photos on one memory card and any smaller and you'll be chopping and changing all day.
I'm fairly certain that CF cards are mainly for the SLR market, so what speed to you need to get?
Well, considering your SLR has an integrated buffer which provides you with some lee-way with the speed of your card you can afford to get a slower memory card. Of course, when you start pushing the card with hunderds of RAW files a minute you will see the benefit of a larger card.
However, shooting on a D300 provides around 7 full-size RAW frames in the buffer continuous. None of my work requires me to shoot continuous RAW frames for longer than that I never fill the buffer and therefore never need the additional speed of the higher priced cards. If you think that you will be shooting more than once a second for long periods then you probably need to look elsewhere.
The advantage of getting this branded, SanDisk card over cheaper types is that the speed (15Mb/s) is often more than what cheaper cards can handle. You also get some reassurance that the card will be tougher and apparently more reliable than non-branded or economy cards - while this might not be true it's not something I want to find out the hard way.