I always have (at least) one more card than the camera has slots. That way, you keep the files on the card as a backup, until your HDD is also backed up (in at least two places, preferably). Now that I have a 1D X, I write RAW to both cards, and I've got two or more copies of each image from the moment of capture.
x2. Although I slightly break this rule with the 7D since it's not my primary camera. I shouldn't though. Anything serious better be backed up on two HDD before I delete it from the card. It I'm traveling then I keep a copy on the card and one on the PC, or copy to other external drives before re-using the card.
More than two cards per camera per slot can get confusing, so I like two and get them as large as need be for a days shooting.