Very good points and potential damage to the the camera's USB port concerns me as well. I did have pin failure on a Fuji S2 Pro so I'm probably unreasonably shy of that problem.
The CF card manufacturers could easily prevent that problem by using a slightly larger pin opening that tapers down to the specified diameter where the pins engage the contact points in the card. Such a simple idea, perhaps the better companies already do that.
I've used a couple dozen CF cards since my first 64MB (yes meg, not gig) and never had an error of any type. Whereas with SD cards, two were bad from new (one each SanDisk and Kingston), one split open (SanDisk) and another broke in half (Crucial).
If I can save enough coin, my next (and probably last) body will be a mint D3S, but that's another story.