I have no idea if the size is similar to that of a SD card, but if it is it's really small! About the size of my thumb (top part that is

). Amazing what they can stuff in so little space...'
I'm using my A620BT with a 1GB CF, a 256mb CF card and a WiFi CF card and they all weren't that expensive. I cannot give you any comparisons with the SD cards, because I don't have the hardware to use them (except for my card reader

).
I'd say if the prices of both card types are similar in your area, just go for the Pocket PC you like and then check out what card you want. Personally I'd say go for the CF cards since they don't get lost that easy

. I can see my sony card (as seen in the picture above) flying out of the window with a nice summer breeze... *runs for some duck tape*