I bought various cards from "discount" retailers and while none of them have failed or corrupted my images, I thank my stars that I always keep the Sandisk in my camera as my first choice card. I switch to the cheaper cards on the (rare) occassions that I run out of space on the Sandisk. I recently took some 150 images in New York - a very rare opportunity for me to capture. I was very pleased with the work and transferred it to my PC then reformatted my CF card (in fact, reformatted twice). Only a day or so later, my PC died and I needed to re-install Windows from scratch. Unfortunately, my images had not been backed up to an external drive and I had lost them completely - remember the cf card had been re-formatted, too. However, Sandisk's Rescue program (free with Extreme cards) was superb - it found all my images on the card and I was able to re-import them to my HDD with no fuss, and no loss of quality (only the filenames had been changed, but that was no great hardship).
If I spent an extra £5 on the Sandisk card over a no-brand alternative, it paid for itself 100x over in that one instance. Superb quality card and great additional benefit.
The speed of the card is great - I shoot in RAW only, on a Canon DSLR (8MP) and the card flies through writing and transferring, using USB 2.0. However, the speed is not a huge issue - the cheap cards are not noticeably slower (what's a few seconds really?), but the fact that "lost" images could be recovered is priceless.