Got a TS8GCF133 (the orange colour 8G 133x CF card) for my 40D, and was getting image corruption. In camera about 1 in 10 images wouldn't preview and showed as corrupted. Same problem after download, but luckily was shooting raw+JPG, and no images had both corrupted.
Tested the card with two different USB2 adapters, and it was fine (copied 8G of data to it from a DVD and then did a binary compare), so suspected 40D compatibility issues.
I put it to one side and was going to return it when I was next passing the store.
This week I did a firmware upgrade on the 40D from 1.0.3 to 1.0.8, and though it was worth re-testing, glad I did because the card is fine now.
No mention of a CF problems being fixed in these versions, but it's definitely fine now. I've shot over 100 images without a single problem.
Now carefully watching the price on the TS16GCF133 (16G 133x), but will wait a bit as prices will only drop (and my first big event of the year is in July).
Roger.