Consider choosing a size so that there is no need to remove the cards from the camera. In my experience, other than incompatibility issues, most card failures are due to inserting and removing cards. While I've never had a CF card fail, I have experienced multiple SD card failures from the major brands, especially physical failures of the cards splitting open and one even split in half.
IMHO, if a camera requires SD cards, that reduces the camera to toy status. Since I'm very pleased with the results of the Fuji X10, it has a 32GB card that I never remove and even with bracketing, it got me through a 3 week trip with room to spare.
Also with no need to remove the cards, there is no risk of losing a card full of images. I used to follow the suggestion above considering the use of smaller cards but since I've stopped removing the cards, that has become moot.
As I normally use 5 exposure bracketing, this means 16GB cards provide a nice margin for a day's shooting before downloading to the computer. If traveling, they are downloaded to a laptop and uploaded to SkyDrive.
And I do write the same images to both cards for backup though in almost 10 years, I've never lost an image on a CF card, even the highly maligned Kingston cards which I find to be reliable but slow. SD, now that is another story.
Regarding compatibility, just my experience, I've never had a problem with any of the major brand CF cards. The CF electrical standard is tight and well adhered to by both card and camera manufacturers. The speed standards not so much with Kingston cards rarely performing faster than half their rated speed and often much slower.
SD cards are another story. It is a sloppy standard and incompatibility is common. Don't assume your favorite brand-X card which works perfectly in your current gear will work in your next camera. No matter the brand, extensively test any new card. My first test is to format, fill and erase the card several times on a computer and then do the same a couple times on the camera. For each filling of the card on the camera, copy all the images to the computer and randomly examine them; especially those at the beginning and end.