There's a few threads in the forum discussing problems with using microSD cards with an adapter in Pentax cameras. While they should be electrically identical, microSD don't always want to play nicely.
So I would encourage buying SD cards and not microSD cards for use in Pentax cameras.
My own personal experience was that good quality microSD cards (Sandisk) didn't work well in my K-x. Often it would only write a 1K file for an image (which of course meant that that image is lost). I fortunately picked it up quickly because reviewing images in playback mode came back with a blank screen. Didn't do it for all image writes, just some. And wasn't an individual card at fault as I swapped the first one with the retailer and still had the same issue with the replacement card. Have not bothered trying to see if the K-3 plays better with microSD.
Note also that the advertised speed of cards is typically the read speed. The write speed which is relevant when using the camera is less, sometimes a little, sometimes a lot. Digging into the card specs normally reveals the write speed.
I have been keeping my recent purchases to cards with write speeds above 50-60 MB/sec (eg the Sandisk Extreme Plus - next step up from Adam's suggestion or a Samsung Pro with the same specs as the Extreme Plus). From memory the K-3 writes out files somewhere in the 40's MB/sec. A faster card is not a whole lot more expensive if you keep an eye out for sales and means they probably will still be fast enough for the next generation of cameras. Not really worth buying the ultra fast (and expensive) top of the line cards IMHO unless you own something like a 645Z and are dealing with enormous file sizes.
Hilarious to see how the SD card marketing departments have dealt with product naming as faster cards emerge, eg Sandisk Ultra -> Extreme -> Extreme Plus > Extreme Pro. Seem to have exhausted themselves at Extreme Pro as the new UHS-II 280MB/sec cards are still called Extreme Pro. No 'Humongously Extreme' or 'Really Extremely Sick' branding. Very disappointing