I believe that one thing you should be aware of is, card orientation. I suspect that unlike a PCMCIA card where you side the SDHC card in at the end with CF adapters you must slide the SDHC card in from the side. Meaning you must remove the CF adapter each time you wish to change the SDHC card.

Another thing it seems that these cards are not passive, but actually have some electronics within them. Many of the SDHC adapters seem to suggest that the adapter limits the maximum throughput.