I think SD cards are too small and flimsy. I have used SD and Memory Stick Duo Pro and both are too small (if that were possible in this digital world). It's too easy to misplace them or sit on them. CF cards definitely have bulk to them but I think that is a positive. Still smaller than carrying around several dozen 35mm film.

But Ken mentioned a good point. My laptop reads everything BUT a CF card. A $10 USB adapter solves that but I'm always forgetting to carry that around.

I have the same issue with cell phones - there is such a thing as getting too small. The distance between my ear and my mouth hasn't changed.