Only one thing to add that I haven't seen and that's to get the fastest memory that your camera can use. I'm only speaking for CF memory...can't speak for the others.

I have an 8X 16Mb card that came with our Nikon Coolpix 4300, and a 4X 512Mb card (made by Lexar, same as the smaller card), and the 4X card is so slow to record that it makes taking pics of any motion a crap shoot. You have to hit the shutter release then just hope something good happens with it finally shoots.

Some of the new higher end cameras also support write acceleration (WA) but I don't know if you're wanting to go that far. I think the CF cards for those are spendy!