You'll want a compact flash card. Read the specs at http://www.dpreview.com/reviews/nikoncp5700/page2.asp
I have yet to see any big payback for anything other than Sandisk, Silicon Tech and don't buy the marketing of X speeds since I've yet to see it help. Figure 80 to 90 bucks for a 512MB card from places like http://www.compgeeks.com/products.asp?cat=RAM#CompactFlash%20Memory
I know I want at least 512 memory for Nikon 5700, but what type? More importantly at what speed? Are their any essentials that I should aquire to have a good experience w/ my first digital cam experience?