It Pays to Shop Around
When I bought my first Digital SLR about 2 years ago Compact Flash cards were, expensive, small and slow. These days it is common place to have 4 - 8 Gig cards.
But be aware, not all cards are created equally. Don't make the mistake of buying on price alone. Make sure you go with a reputable brand. My personal choice at the moment is the Sandisk Extreme III card. It represents both good value for money and performance at 133x speed (the 266x extreme IV is also becoming very cost effective). The Sandisk extreme series of cards are designed for extreme environmental conditions with the professional photographer in mind.
But be sure to shop around as you will find a huge difference between the price of the same card from different suppliers.
In my search for a 4 Gig Extreme 3 the price varied from $120 - $349 NZ. I even found one website that had the item listed at $1099 (The price hadn't been updated in about 15 months).
It seems, that there are lots of retailers advertising these cards but very few with stock. Some of them, list a price on their website only to change the price prior to stock becoming available. That was the case with the $120 card, it jumped in price to $140 a couple of days before the ETA date for new stock.
After watching numerous suppliers for about 3 weeks with no low price cards available to purchase I decided to order one at $127 (including GST). It is currently on back order and has been for about a week. All indications are that it should be here early next week.
This will replace my 4 x 1 gig cards and allow for around 280 shots (in RAW) on my Olympus E-300. Best of all it should get round the bottleneck with my current card which is 52x speed and can't keep up with me.