The CF card just seems more sturdy and writes faster. The SDHC though is catching up for speed, but have had 2 of the cheap brands go bad from rough handling I think.
SD has not conquered the market for Digital SLR cameras. In this market CompactFlash remains the most popular format due to its historically lower price/capacity ratio, better read/write performance, and the availability of larger capacities.
As of 2007, however, an increasing number of models use SD/MMC/SDHC cards exclusively: Pentax's complete line since the 2004 *istDS; Nikon's 2005 D50, 2006 D40, 2006 D80, 2007 D40X, and 2008 Nikon D60; and most recently Canon's 2008 EOS 450D/Rebel XSi.
Several high-end professional DSLRs — notably Canon's EOS-1Ds Mark III and EOS-1D Mark III — support both CompactFlash and SD for greater flexibility and storage capacity.
