I have a 128MB SD card for programs++, and a 512MB CF card for mp3 files and some maps. I need the SD card because I also use the CF slot for WIFI.
I find the SD card quite a bit slower to write to than the CF card, but reading from it seems to be OK.
If you don't need the CF slot for other things it's no need to buy an SD card as they cost about twice as much
pr. megabyte.
If you need your CF slot for other things than memory my suggestion is to buy a 64 or 128 MB sd card to store your programs and other things you want to have access to all the time, and to use a CF card for music and other stuff.