Not that it matters for Macs, but I have always liked CF cards for:
their speed
IDE+dumb passive adapter means there is less possibility of incompatibility
...This next one is just luck I think. I have killed multiple SD cards in cameras but never killed a CF card in a computer. Different uses, yes. Wear levelling is not part of the SD spec, and I do not think it is part of the CF spec either but I appear to end up with more wear levelling capable CF cards than SD cards. *shrug*