Firstly I use only SanDisk or Lexar cards. SanDisk was the company that first introduced compact flash cards and is still an industry leader. Lexar has a reputation of being very high quality because of it’s professional line which has a lifetime warranty. I use both brands interchangeably, and both have been very reliable for me. I choose their faster cards which read and write faster and cost a bit more.
When choosing a card, buy the fastest one you can afford. Sandisk’s cards get faster with every ‘series’ they put out: Ultra II, Ultra III, Ultra IV. Lexar lists their speed as 80x, 133x, 300x, that is how fast they write compared to the original compact flash card specifications. Most cameras can’t use all of the speed the card can handle, but what if you upgrade your camera? Also cards that write faster usually can read faster, meaning that downloading your photos to your computer are faster as well.
Many people say that you should not delete photos from your card one at a time. I have never had any trouble, and I do it all the time. At baseball tournament I have to shoot the batter every time the ball is thrown, but he only swings every now and then, so I delete the others. This adds up to many many photos that I have deleted one at a time with ever having a problem with the card. So I would say not to worry about it.
The biggest thing you can do to keep your cards in good health is to always format your compact flash cards IN THE CAMERA, not in the computer, and to do it often. I format the card after each download of images to my computer. Formatting erases all the data on the card, and gives you a fresh start, so make sure all of your images are on your computer before you start. At some sporting events I will format my cards a dozen times a day, a bit of a pain, but worth the trouble if you don’t loose any images to card failures.
One last word of note: Be very careful to make sure you push the cards STRAIGHT into the slot. Although I have never had this problem, I have heard of many people that have bent the pins inside the camera.