I'm in Canada...when I bought my 5D2 (used at Henry's), I asked about CF cards, since at the time I had none. For example, they have the Transcend 16GB 400x card for $45 (and they say it's on sale at $35 off)...so a regular price of $80. At the time the sales guy, out of the side of his mouth, said I'd be better off to go to Canada Computers. Looking at their site the regular price of the same card is $40...so less than Henry's "sale" price. Now, I realize that you're likely not in Canada. B&H currently sells the same card for $33. I opted for a couple of 16GB Kingston 266x cards and got them for $20 each at Canada Computers...the same price that B&H sold them (in US$ mind you), at that time.
To make a long story short...you might find a better price that B&H, but if you do, it likely won't be at a camera store...but a computer store.