I have been using a Kingston Class 6 4GB SDHC card with my K10D. I have had no data errors over several thousand images. I do not usually shot in continuous frames but when I have the K10D has never felt like it stalled while doing so using this card.
I also purchased this
Kingston SDHC compatible card reader for consistency. It has worked with the Kingston SDHC card and several other regular standard SD brands. Sandisk, Dane-Elec and Panasonic. I do not have an offbrand SDHC card to try with the Kingston card reader so I do not know yet if it is cross compatible.
The Sandisk cards are very reliable. The Panasonic card I have has had no errors as well. The 2 Dane-Elec cards I have are their really low end cheap card. One Dane-Elec card did have errors right away but Dane-Elec replaced it without question. Since they have had no errors on still images but do not have enough juice to record P&S video.
It would be good to hear which Card readers are working for different SDHC brands. In my experience card readers have been a real crap shoot.
The prices on SDHC have plummeted. There is a Transcend Class 6 8GB for around $85 US now.