An SD Card (Secure Digital Card) is an ultra small flash memory card designed to provide high-capacity memory in a small size. SD cards are used in many small portable devices such as digital video camcorders, digital cameras, handheld computers, audio players and mobile phones.
I use sd cards because it's easier to use a sd card then to delete stuff on the camera.
With sd cards you have to look at transfer speed & read & write speed of the sd card because if you go to a store you may want to buy the cheaper sd card but most cheap sd cards are low transfer speed & read & write speed so you loss time by using them. For example. SanDisk is faster then the sony sd card below but you can buy sony 64 GBs for less then the SanDisk 32 Gb so you get more GBa but you will loss more
time transferring videos & pictures with it.

SanDisk Extreme Pro 32 GB
Up to 95MB/s transfer speed
Price $66.95 + Free Shippment
Click here to learn more about this SD card

SanDisk Extreme Pro 16 GB
Up to 95MB/s transfer speed
Price $$39.75 & FREE Shipping
learn more about this sd card click here

SanDisk Extreme Pro 8 GB
Up to 95MB/s transfer speed
Price $20.37 & FREE Shipping
Learn more click here

Sony 64GB SDHC/SDXC
Up to 40MB/s transfer speed
Note you save a lot of time with Sandisk over this SD card.
Price $42.99 & FREE Shipping.
Learn more click here

Sony 32GB SDHC/SDXC
Up to 40MB/s transfer speed
Note you save a lot of time with Sandisk over this SD card.
Learn more click here
References:
http://www.webopedia.com/TERM/S/SD_Card.html