Before somebody says it, I do realize that the 5D mark iii has 2 slots and that I could of selected the option to have it start recording to the other card but being that it was a wedding, I decided to have it record JPGs in case there was an issue with one of the cards I was recording on. I had extra cards in my pocket but in moments like that you don't have time to switch cards. Sigh... live and you learn I guess. Just frustrating that a $3000 camera can't give a simple warning for something so important as card space.
I have my camera set to switch from Card 1 to Card 2 automatically. I have two 32GB CF cards which can hold roughly 1,396 RAW pictures each. From past experience, I know roughly how many pictures I will take at each event and so I make sure I have enough. The same goes for the battery. They are the two things you must never run out of on a shoot, especially a paid shoot, or anything that is important to you.
I think the idea of getting a notice from the camera saying that you have only X number of shots left on a card is a good one in theory, though I am not sure how effective it would be in real life. Still sounds like a simple issue to implement and Canon could give users the option at what point to deliver the notice and how.
You mentioned you were shooting JPGs, how big is the card you were working with?