Really, it doesn't matter that much.
You'll get a lot of people saying they swear by primo brand X or whatever, but they all work about the same. I've had a couple of cards go bad on me, one a Sandisk and one a Kingston; both went bad within a few days of starting to use them.
You do need to pay attention to the speed of the card, and some will exaggerate their speed rating a bit (so read the reviews at a place like amazon), as long as you stick with class 4 or greater they'll do fine for normal photography. For video recording and if you like to take a lot of bursts of shots (eg sports) go for class 6 or above. I buy class 10 generics from Amazon and Micro Center - at around a dollar a gigabyte I can almost use them as long term storage media now.
I've heard about some manufacturers creating proprietary "extra high speed" modes to lock you into buying their cards, but afaik these modes require support built into the camera, and is only available in a few select pro models.
As for size, I have been buying 4 gb cards - mostly because they back up to a DVD when they're full so nicely. I don't trust them enough to buy 16 gb cards - too many photos gone if one goes bad. With 4 gb I can put about 260 shots per card - a disaster, true, but at least I haven't lost the whole vacation. YMMV, of course.
unus pes præ altero....