This thread is old but I was asking myself the same question before.
I bought a CF adapter fitted with my lexar SDHC class6, at first, for my eos7D and it is relatively slower than when the SDHC card was in my 450D with obviously less MPs to process, but still...I think the adater is in it for something. It might also be slow for the 30D or equivalent.
For newer camera:
It is a problem also when trying to make video...forget it.
If you want to use video and the fast FPS of the 7D then the adapter is not the answer.
I use the latest sandisk extreme pro 90mbs (x600) and that is fast!
I do not regret 1 second spending money on a fast CF card
, that did cost me indeed 6 times the price of the adapter.