Handheld Storage: Compact Flash or Secure Digital?

I am looking into getting a handheld and have a question about external storage. The model I am looking at is the Dell Axim X5. It has two types of external storage that I can choose from. The first is Secure Digital storage. From the size of the port this seems to be the normal type of storage that you use in digital cameras and MP3 players. It is pretty small and compact. The other type of storage is a Compact Flash Memory card. This is a little bit larger than the Secure Digital sticks and goes into the flash slot of the handheld. The question I have is which is better? Is one type better than the other or does it really make a difference? My dad says that they use the Compact Flash cards at work since most newer lap tops have ports for them and they have desktop adapters too. That would be nice but the only downside I see is that I'd have to remove the stick from my Flash port if I wanted to use something such as a wireless network adaptor. If I had information on my Flash stick that I needed while browsing the internet via the wireless adaptor I could not have them both at the same time. If I went with the Secure Digital it would fit into its own port and would not get in the way of any other peripherals. The Secure Digital sticks are also half the size physically as the Compact Flash cards. Anyhoo if someone could bounce some ideas and opinions off of me that'd be great.

Norge