Okay, if you own a D7500 or D780, the situation is simple, and what you need to do is clear:
- D780 and D7500 user — Buy UHS-II capable SD cards of at least 300MBps speed. Make sure they say U3 for video capability.
Anything less than what I reference above may cause you issues, though for basic still shooting that isn't continuous, pretty much any old SD card should work.
From there, it gets a little trickier:
- D6 user — Buy CFe (CFexpress) cards of any speed.
- D5 user — Buy XQD cards of any speed.
- D500 or D850 user — Buy XQD cards of any speed for the first slot, and UHS-II capable SD cards of at least 300Mbps that are also marked U3 for video capability.
- D3500 or D5600 user — Buy UHS-I capable SD cards of at least 95Bbps speed. Make sure they say U3 for video capability.
It's the D5, D500, and D850 owner that frets over cards. That's because of the XQD slot in the camera, which has been upgraded to support CFexpress (Type B) via firmware updates.
XQD has a bit of a history. Originally, XQD was going to be the future of CompactFlash (it still is, only it evolved to CFexpress). But SanDisk dropped out of the development consortium with Nikon and Sony nearly at the last minute before launch, and instead launched CFast, which Canon endorsed and adopted.
The original launch of XQD appeared in 2012 with the Nikon D4 (DSLR) camera. Early XQD 1.0 support came solely from Sony and Lexar (then a part of Micron). The earliest XQD cards had speeds of 125 to 500MBps, and used a simple one lane PCIe 2.0 bus interface. XQD 2.0 introduced a newer two lane PCIe stack and 1GBps speeds. CFexpress (Type B) is physically the same as XQD, but uses PCIe 3.0 with two lanes in version 1.0, and now four lanes in version 2.0.
Here's the problem with XQD and CFexpress: while it seems it should be just mix-and-match, it isn't. Early XQD cards may not work with current card readers, CFexpress cards don't work with (most) XQD card readers, your Z6 or Z7 has to be updated to new firmware to use CFexpress at all, and a host of other subtle issues all seem to crop up.
Here's a simple solution for D5, D500, and D850 users: buy Sony G series XQD cards and a card reader for them (Sony makes a couple). A Sony 32GB XQD G series card costs US$90 as I write this, 64GB is US$130. Nikon seems to use Sony cards for validation these days, and I've never had any issues with the current G series cards in my cameras. Indeed, the harder to find Nikon-branded XQD card appears to be a Sony underneath. I have had an older, no-longer-made, Lexar card hiccup in my bodies. And I've had both older Lexar and Sony XQD cards have issues with current XQD card readers. So make sure you buy current XQD.
Wait, why not buy a CFexpress card? Well, you can (see XQD and CFe Cards). You'll need a CFexpress Type B card reader, too, as the XQD readers generally don't work with CFexpress because their drivers were never updated. But CFexpress doesn't net you any additional speed in the D5, D500, and D850 bodies. In fact, once the buffer fills, a CFexpress card won't shoot as fast as a (supposedly slower) XQD card! Note: SanDisk's first CFexpress cards, for instance, didn't work properly in the Nikon DSLRs and had to be exchanged.
Note that SanDisk is back. I wrote earlier that XQD/CFexpress is the future of CompactFlash. That's now clear given that all the members of the CompactFlash organization are supporting CFexpress. But in terms of the D5, D500, and D850, these are XQD cameras that can be made to work with CFexpress. So the proper card for them, in my opinion, is a Version 2 XQD card, and the best and most consistent of those I've found to date is the current Sony G (there were two previous generations of G, which just confuses things even more).
All that said, if you shoot really high volumes of shots at a time (e.g. sports, wildlife, or events), you may want to use a CFexpress card in your D5, D500, or D850 for one reason: your XQD card and card reader is going to top out at 440MBps transfer to your computer, while your CFexpress card and card reader is probably going to hit somewhere above 1500MBps, at least if you have the right ports on your computer to support that speed.