It sounds like you are actually asking about storage cards, not transferring capabilities.
First, what requirements do your other devices introduce? For example, if you have a PSP, you'll want a Memory Stick; if you have a PDA with a Compact Flash slot, you'll need a CF card; and if you need SD, you bought the wrong Neuros.

If you have a card reader for your computer that reads all types, and that's all you're worried about, you can get either a Memory Stick or a Compact Flash.
Once you've decided on a media type, just get the best value you can find on the largest capacity you can afford. Based on what I've read here, the Neuri don't seem to like MicroDrives, so I wouldn't recommend one at this point. CF cards are likely to be cheaper than MS, but since memory prices are constantly changing and vary by location, you'll probably have to do a little comparison shopping on your own.