There are some cameras with a choice of either cards.
And I would guess that some users are faced with a decision to either invest further in SD cards (i.e. to stay with the entry level cameras) or to make a switch to CF as they progress on to a higher end camera.
Personally I would choose CF over SD anytime. But there is really no choice when you are using the PnS category.
With SD cards, I find that the card readers tend to loosen up over time and lose the contacts (making the reader defective or faulty)
With CF cards, just be careful with the reader's pins. Don't bend them by inserting the card incorrectly.