Well i have heard good thing about Sandisk compactflash cards. I just bought a Sandisk compactflash memorycard 512 mb for around 77 dollars. IT is cheapest at Costco, Vancouver Canada. Most places match the prices and even give u a discount so be sure to ask. Also Lexus is good too but i have never use that. As for size, it depends on you and how many pictures you take. 256 MB is good size.
sandisk just came out with an Ultra II compactflash card....you don't really need it unless you bought a really high-end camera. It just increases the reading and writing speed between ur camera and memory card. The ultra II cards doesn't do anything for the average camera for example the canon IXY 400 which i am using.