My take on the results for the D800 and other cameras is that CF is a bit faster than SD - roughly 20-30% faster. With all the versions and naming conventions, its hard to truly compare apples and apples.
I'm currently using a Sandisk Extreme Pro 90x 32 GB card as my primary card. The reason is speed and durability. It tested at 52 MB / sec for RAW files with a burst of 27 images.
My secondary card is a Sandisk Extreme 45 MB/s 32GB SDHC which was tested to deliver 24 MB/s for RAW files and a burst of 21 images. I use the SD card for overflow, JPEG's, and video.
My alternate secondary card is an Eye-Fi Pro X2 8 GB card. This is tested at 12 MB/s and a burst of 17 images. I typically am using the Eye-Fi card for small basic JPEG's transmitted to my iPad for immediate viewing. Write speeds are very fast given the small file size, but the transmit over WiFi is noticeably slower and not practical for RAW.
I've noticed a big difference in download speeds with a Lexar USB 3.0 card reader. I did a little testing when I first got the card reader. The card reader was roughly 8 times faster on downloads than a USB 2.0 cable connection. The difference in download time did not matter much with a D300 or D700, but the larger files of the D800 and D600 transfer much faster with a card reader than a cable connection.
There is a big difference in price for more speed. My Sandisk CF card is 30% faster, but costs 4 times the cost of the SD card (but the SD card is a lower model). The SD card most equivalent to my CF card is half the cost and 20% slower.
What is needed depends a lot on subjects. If you shoot wildlife or sports and need a fast frame rate with long bursts, it's probably worth paying for a faster card. But a fast card commands a premium price and going with slightly slower cards can save a lot of money. You dearly pay for speed.