All of my 1's are loaded with both CF and SD, usually 32GB sets. The camera is usually set to write to the CF with the SD as overflow. That way, if I fill a card, I don't have to stop immediately and swap CFs.
However, during critical shoots (weddings) I would write to both for redundancy. That would have been a neat feature in the film days! Before this, I would only shoot 8GB single cards, so that each card could be written to a DVD+DL as a "negative" archive. I still teach new shooters to start with 4GB cards (1 card=1 DVD) to establish good habits.
Even when tethering, I still store at least one copy on a card. That way, should something happen to the tether box, I still have the RAWs and go from there.