If you live in the United States, I think you can get cards cheaper on tigerdirect.com and newegg.com (and maybe chiefvalue.com) but if you get cards at Target, Circuit City or Best Buy then you either have to buy around vacation time, Black Friday, or before and after school starts is when they have sales but Target has yesterday's prices on a lot of stuff and Best Buy and Circuit City are really full price. If you register with Newegg you can get promotional codes for lower prices.
I'm only familiar with SD cards, thumbdrives and XD cards but the return policy with Sandisk is pretty horrible because I and others have had bad experiences with them.
(Edited so as to not cause confusion).