In the case of Compact Flash cards the better the quality usually the faster the transfer of data to it after you've pressed the shutter button and therefore the quicker you're ready to take the next shot. Cheapy ones will probably be fine if you're not too bothered about this speed issue. Saying that good quality ones aren't over expensive anyway. If you still have your camera instruction book it will probably tell you how many pictures a card will store at any given resolution setting, ie Normal, Fine, Extra Fine etc. Then all you need to decide is how many snaps you're likely to want at whatever resolution you use and buy the appropriate card(s).
USB keys are another way of doing it and are even cheaper than memory cards but you do need to have access to the relevant equipment to transfer your photos each day/week, or when the card's full.
You pays your money and takes your choice.