The main Sandisk card you do not want to buy is the blue one. It is not fast enough to shoot video. Cards come in Read/Write speeds. Read/Write refers to how fast they will write to the card and how fast it can be read by another source. You need to look at the Fine Detail. Most cards only show one speed but that does not mean the read/write speeds are the same. The speed on the card refers to the read speed, the write speed is usually much slower. You don’t want to be taking photos and have to wait for your camera to write to the card for 10 seconds and miss important images. Buy the fastest you can afford.

Cards come with different classes stamped on them. Like Class 1, Class 10, U3. You will need Class 10 to shoot and save HD video and U3 to shoot and save 4K video. Note, the blue card is Class 4 and it does not support shooting video.
Where things can become confusing is when you see ‘SDHC’ and ‘SDXC’. The first stands for ‘Secure Digital High Capacity’. This was initially introduced to cover SD cards with a capacity above 2GB and below 32GB. The latter stands for ‘Secure Digital eXtra Capacity’, which go far beyond 32GB in size. Lastly, the Extreme Pro cards come with free downloadable recovery software. If you ever accidentally delete your files the software will most likely recover them.
Lexar was another brand of SD card I really liked and is still for sale, but he company stopped making the cards. They former employees formed a new company called, ProGrade which makes professional cards. Sony has come out with some SD Cards but they have not been out long enough to get a sense of their failure rate.

Updated August 2020

Two other camera memory cards you should be aware of are XQD which are used in some Nikon cameras and the most recent the CF Express Card.   My guess is CF Express will be the standard moving on because of it amazing speed.  

XQD Memory Cards