The SD interface is limited to 48MHz @ 4-bit, so cards above 24MB/s are of no benefit. I've had good luck with normal class 10 cards (10MB/s). Higher speeds may be beneficial later when RAW saving is available, but there doesn't appear to be any benefit for compressed saving, except maybe if you turn the bitrate up very high.
I've had poor experiences with pretty much all USB drives, they just don't seem to have good or consistent write speed. The one drive that seems to work reasonably is the Sandisk Cruzer Glide. Portable hard drives seem fine, I haven't had any saving problems with those.
David