The several types of cards are meant to fit different cameras. one needs to purchase the one that the camera manufacturer specifies for that model of camera.

Though I have a personal fondness for CF cards, I don't really think there's much difference at all in any of them except for shape and size. The CF cards are a bit larger than the others, and their physical size makes 8 gig chips possible, but I suspect that new technology will be closing that gap soon too.

Bottom line - as Ronk said, get what fits your camera. Be sure to get an external reader that fits your memory chip too; they can be invaluable.