What memory card speed do I need for recording video with the Nikon D800/D800E?
Even at the highest quality setting, a 1920x1080p full HD movie at 30fps recorded with the D800 is only 24Mbps (megabits per second) due to h.264 B-Frame compression encoding. That is roughly 3MB/s (megabytes per second).
Memory cards are advertised with writing speeds of for example 30MB/s, 60MB/s or even faster. That seems way overdone, but it's slightly more complicated. Manufacturers tend to over exaggerate these numbers and you have to take into account that these numbers are theoretical maximum peak speeds. What you need is a card that can write a stream of data at a continuous minimum speed of 3MB/s.
For CF (Compact Flash) cards there is no standard to describe minimum sustained speed, so you will have to take your chances. Then again, 3MB/s is not a lot, so any modern card of a respected brand should do. Note that Kingston cards do not go well with the D800.
For SD (Secure Digital) cards the Speed Class Rating guarantees a minimum sustained write speed. Current available classes are 2 (2MB/s), 4 (4MB/s), 6 (6MB/s) and 10 (10MB/s). Theoretically, Class 4 should do. To allow for some extra headroom I would strongly advise to get a card that is qualified as class 6 or better. This is also what Nikon recommends in the D800 manual. Some SDHC and SDXC cards are designated as Ultra-High Speed (UHS-1) class. This class designation does not guarantee minimum sustained speeds, but these cards are generally fast enough for recording video.
When copying video footage to your computer, a larger reading speed of the card may be beneficial, but don't waste money on an insanely fast card. Your computer's card reader, usb port or hard disk speed will probably be the bottleneck before the maximum speed of the card is utilized.
When shooting photos, a fast card will be beneficial. A full frame lossless compressed RAW (NEF) file shot with the D800 is about 50MB. The built in buffer will hold a few pictures for you, so you can use a much slower card, but with a faster card you can keep shooting or check the images on the display way faster.