Even if you go with the "best" (IMO) SDHC card (SanDisk Extreme Pro), 95MB/sec), the 32 Gb card would cost $60.13 and the 16 Gb $37.95 at B&H as of 5 minutes ago. The 32 Gb CF Extreme Pro with a 90 MB/sec speed does cost $129.95, but the Extreme at 60 MB/sec is $49.95. Not cheap until you compare it to the $3k cost of the D800.
If you wish to know what's in my D800, I shoot 14 bit NEF lossless compressed to a 64 Gb Extreme Pro SDHC, with overflow to a 32 Gb Extreme Pro 90 MB/sec CF card. Overkill?...maybe so, maybe no.
Sometimes I think the world is a tuxedo... and I'm a pair of brown shoes.