Even the fastest SD cards have a slower write speed than CF cards. Since the maximum write speed of the D800 is limited to the slowest card in the camera, my investment in 1000X CF cards would be wasted. While I rarely fill the buffer, I don't want to be waiting for the buffer to clear when I need to shoot fast and hard. That is why I only use CF cards in the D800.
Aside from my D3000 and D800 none of my other bodies use SD cards.