Go for the smaller cards, that way if one fails (unlikely I know) there isn't as much lost. Whereas if you had 32 gb worth of photos and the card failed you would be devastated. I use SanDisk but there are many other options available. I would go for 4 and 8gb cards, I have the Sandisk extreme HD class 10 card, which is faster that I need.
I have also heard good things about Lexar and Kingston.
I favored 4 GB CF SanDisk Extreme UDMA 40 MB/s for stills. With my 12 MP DSLR's (all used CF, not SD cards) I could get about 225 14-bit Raw Files on each one. I wasn't willing to risk losing more than 225 or so image files by using a bigger card.. .
I had 4 bodies and each body had 3 cards assigned to it. So I had 12 - 4 GB CF cards. I also had 2 16 GB SanDisk Extreme Pro UDMA 6 90 MB/s CF cards in case I wanted to do some video.
My cards are Lexar, Kingston, and SanDisk. Size depends on the file size you get from your camera and the type of shooting you do. I have four 8GB cards that meet almost all my needs but I have one 16GB for a shoot where I'm expecting a high number of shots and don't want to have to think about memory cards.
In six years and a lot of cards, start with Compact Flash, I've had one card fail.
Two schools of thought.
1 big card less chance of failure but if one fails you have a problem. Usually photos can be recovered for the most part using recovery software.
Lots of little cards, more chance of one failing but you don't lose everything. Bigger risk of misplacing or losing a card than one failing.
I use one big 16g card. I have taken in the neighborhood of 500,000 digital photos in the last 10 years and never had a card fail....major knock on wood.
I used to subscribe to the lots of 4g cards theory but then I lost one, and then I lost another one. Since I went to using big cards, no problems.
Make sure you format the card in camera prior to every shoot, never move cards from one camera to another without reformatting.
Don't delete and add delete and add on a card.
Be careful loading and unloading the cards so you don't bend the pins.
I almost always delete photos in camera off the card after a shoot, this causes no problem.