I knew the ExpressCard reader was a USB device when I bought it on ebay. It only cost me £6 including shipping and didn't require any specific drivers to work. A genuine ExpressCard reader would be nice, but I don't need the speed right now.
On the whole, CF does seem to be the fastest, all the truly pro cameras still use it. I think most of the lesser cameras use SD to save space. It'll be interesting to see what Nikons replacement to the D700 has. Both it and the D300 had single CF slots, but when the D300 got updated to the D300s, they kept the CF slot and added an SDHC, I presume so people could do RAW+JPEG on separate cards and retain the performance you get from CF.
Just bought a SanDisk 30MB/s card from Amazon, so it'll be interesting to see what write speeds I can achieve with it. It also looks like they also do an Extreme Pro which claims 45MB/s, though I doubt many devices (other than high-end HD camcorders like Panasonic AF-100) can make use of those speeds.
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Cheers,
Andy M