That was another reason I got the Nikon DX40, it takes SD memory, which as Greg and others noted, is getting about as cheap as a postage stamp.
btw... many blogs and photo users groups say that you need those high speed SD cards if you're going to take advantage of the continuous 3 frames/sec shooting in a dSLR like the Nikon. Well... I did a little experimenting. I took several SD cards I already had for other digital cameras and such, and also bought a more expensive higher speed SD card, and I set my camera on continuous mode (3 frames per second) and just held the shutter for 30 shots timing how long it took to burn those 30 shots on each card with a stopwatch. Even the cheapie no-name 1 GB SD card I got at Wallmart was plenty fast and kept up with the camera. Yes, the Sandisk Ultra II hardly slowed down at all through the entire 30 shot run, while the slowest SD card I had did slow down after an initial burst of about 10 shots, but not enough to hinder performance. It kept shooting, but a little slower, like between 1 and 2 frames per second. Heck, how many times do you need to shoot 30 strait shots at 3 fps? Again, even with the slowest SD card it only lagged behind the faster more expensive SD by a few seconds and then only after an initial burst of about 10-12 shots. My conclusion was to buy a 4GB SD card which I did, but just standard speed, which was cheaper than the "fast" 2GB card. Even at the max 10 megapixel setting, I can then shoot almost a thousand shots and not have to change out that card. 4GB cards are now as cheap as 2GB cards were at Christmas.