Physically they are the same, electronically different.

I'm not sure if high capacity is worth it, it means more photos on a small easy to lose card - and all my eggs in one basket.
I prefer a larger number of smaller capacity cards, than a few high capacity.
But with CF cards now at the same price for 4G that I used to pay for 2G I will probably not go looking for small CF cards any more.

I will pay more for speed, not for capacity.
I found going up the SD Card 2G range Sandisk Ultra, Extreme etc worthwhile with my G9.
That was a significant increase in price all at 2G size, and a decrease in shot to shot time.

Watch out for the speed/class confusion.
The new measurement of speed of SD cards is the class.
Video needs a high write speed and a consistent speed over a long period.
Still photography can use cards with high burst speed, for a few megabytes (one image) but doesn't need long term high speed.

So a class 6 card for video might not be fast for stills.
And conversely a high speed card for stills may not be suitable for video - found that out the hard way