congrats for your new gear. Memorywise I'm a big fan of large mem-cards, esp. as I shoot RAW+jpeg (=15MB per pic).
So go for at least 4GB and the fastest card if you love to should continuously. Otherwise a slow card works just as well.
SanDisk is always a quality manufacturer of cards and you can get the cheapest SanDisk CF 4GB for around 40EUR and the Ultra II (9MB/sec write speed) at only a little more. Extreme III (20MB/sec write) is around 50EUR. I'd even go as far as to suggest you take the 8GB variant from the outset. Perhaps a little overkill if you only shoot jpeg. But I'd always advise to shoot RAW (+jpeg)!
And try to shoot automatic first to get a feeling how the camera behaves without twiddling with to many controls. Otherwise you might not be able to decide what went wrong, the cam or your twiddling
When shooting RAW you have lots of leeway to correct bad exposure at home...
Thomas (beware: Nikon-fanboy and moderator!) My Lens Reviews
, My Pictures
, My Photography Blog