B&H currently has a promotion which allows you to get a free 2gig CF card. Well, after the mail in rebate (30$). I know, 2gig is not much and its probably why they are giving it away… Anyways, I would order one if I was in the US, you can never have enough memory card!
A nice use of multiple memory cards is to separate content. Let say you shoot/film in the morning in one location and then move somewhere else to do another job. If you cant unload the card on location, I advice to switch to another card to minimize the risks of losing the data. Who never accidentally deleted ALL the pictures on their cards? Of course, you have to be careful not to lose the first card too!