When I bought my first CF card for my 7D I went the cheapish route and bought a 16GB Transcend 133x. This card had problems where by about 5-10% of the images I captured turned out to be duds because the file was corrupted. As luck would have it, this turned out to happen to images which were keepers a lot of the time and this got hugely frustrating.
I bit the bullet and bought a 16GB Sandisk Extreme 60MB/s (400x I think?) and could not be happier. I have, touch wood, had no problems whatsoever.
Another case of buy once, buy right I guess!