I got a 2.5" IDE -> CF adapter from a Hong Kong seller on Ebay, it worked out about £5-6 at most including postage. (The one I have is like
this one.)
When I got my A4000 I bought some of the $1.99 ones you've linked to. I bought a set of 3 as it wasn't much more than the price of 1 - glad I did, as 2 of them were duff! I'd avoid them.
As for speed, I found the A1200 booted noticably faster - presumably because there's no spin-up time? It felt a bit faster in general use too, plus it was silent :-)
Matthew