The Nikon d40x uses the high speed SDHC flash card. You can now get 4GB versions of these things. Canon uses the bigger CompactFlash card. "Sandisk":http://www.dpreview.com/news/0607/06071701sandisk4gbsdhc.asp for instance has one that is 2MBps or Class 2. As an aside an SD card is 2GB or less, an SDHC card is next generation that is 4GB to 32GB and has three speed classes. The big difference is that SD is FAT-16 while SDHC is FAT-32
Sandisk just announced the "8GB SanDisk Ultra II SDHC Card":http://www.dpreview.com/news/0703/07030804sandisk8gb.asp. This is the latest and supports 9MBps write and 10MBps read. I've been using the Sandisk Extreme CF cards and they seem to work well.
"Lexar Professional SDHC 4GB 133x":http://www.photographyreview.com/lexarsdhccrx.aspx is another example, it is technically Class and transfers at 20MBps.
"Pricegrabber":http://computers.pricegrabber.com/flash-memory/p/152/popup1%5B%5D=215:105/popup1%5B%5D=62:105 has the list of what's popular. The SanDisk Ultra II 4GB is about $65 and and right now Lexar 4GB 133x has a $30 rebate on that brings its price down to $45
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