For what its worth, I use both SD (in my powershot) and CF (in the 400d) and i definately prefer CF.
There are a few reasons:
1) the cards are easier to handle.
2) They are less subject to damage (putting an SD in your pocket and sitting down= one bent card, no such risk with CF)
3) Easier to find due to the size
Oh and has anyone tried handling an SD with cold hands up the side of a hill? Did you manage to do it without dropping the little SoD

? Give me CF any day!