Since I upgraded from a D200 to the D800, the 1gb 80X CF cards I used weren't going to cut it. When I bought my D800, My friend at the camera shop sold me a Delkin Devices 16gb CF card 700X speed. I have since added a 32gb SDHC 600x, and two more 1000x CF cards. (16 & 32gb) All Delkin. They are completely compatable with my camera, and the card reader in my home PC. With the large file sizes of the D800, the speed of these cards is really a plus. Besides, you never know when you might need the camera to fire many shots quickly. (Bracketing for HDR?)
When I am shooting RAW, I have the primary card slot assigned to the faster CF for RAW, and the secondary assigned to the SD for JPEG. Seems to work quite well.