I see CF cards as a more or less one time cost. If you need it, you need it.
To help, if you don't need to shoot continuously a lot, you can get away with slower cards, which are then much cheaper per capacity.
In my 50D I mostly use a 16 GB Sandisk Extreme III. Set to J+R that holds just over 500 shots. Having said that, when the action gets hot with wildlife I do tend to hit the buffer limit fast and have recently ordered an 8 GB Extreme IV for the speed to see if that helps. The Extreme IV is about double the cost per capacity than the III, but it sure isn't twice as fast...
_________________Canon DSLRs: 7D, 5D2, 1D, 600D, 450D full spectrum, 300D IR mod
Lenses: EF 35/2, 50/1.8, 85/1.8, 135/2+SF, 28-80 V, 70-300L, 100-400L, TS-E 24/3.5L, MP-E 65, EF-S 15-85 IS
3rd party: Zeiss 2/50 makro, Samyang 8mm fisheye, Sigma 150 macro, 120-300 f/2.8 OS, Celestron 1325/13
Tinies: Sony HX9V.