I've been doing semi-pro photography for a few years, but just recently got into video stuff. Got a Hero2 for Christmas. I have a lot of experience with memory cards, as DSLRs use the same types of memory cards as video recorders.
I'd recommend SanDisk hands down. I use their stuff exclusively in my DSLRs, and have never had a failure / corrupt file. Lexar is another good brand but I have had 1 card failure / corrupt data issue over the years with them. Not bad, not exceptional either. Avoid cards off of ebay, a lot are knockoffs. Buy from a reputable store. I get most of my stuff from B&H Photo.
If you're using the GoPro for 1080p or burst shots a lot, I'd highly recommend a Class 10 SDHC card. The class 10 are designed to be a lot faster when writing large sequential data files like HD video and burst shots. On slower SD cards the buffer can get full and can really slow the camera down / cause writing errors sometimes.
I heard Kingston doesn't have the best performance most recently.
You can look up each of the major brands and compare read and write speeds first.
Some seem to be more consistent than others though. Ultimately remember to compare class 10 cards only
Many users think that their regular cards will work just fine and in many instances yes, your typical class 4 will work
But if you really want that GoPro.com website quality performance class 10 is required* Even says so on the box
I have a Kingston class 6 SD card, and it won't play smoothly from the camera to the HD TV using the HDMI connection. Both video and audio stutters. However, if I transfer the file from the Kingston SD card to my PC, the video plays fine. Also, I tried copying the file to a USB drive, plugged it into my Roku 2 player, and played it on my TV from the Roku unit, it played smoothly. So it looks like it is writing (recording) okay to the card, but the read speed is too slow as a class 6. By the way, GoPro recommends a class 6 or higher.