Unless you don't have a spare SD/SDHC card, you'll probably want one of those. A 4GB card is only like $8 if you catch it on sale, although you probably won't need more than maybe a 1GB card.
Any of them work right? I have tons them that are from Sandisk.
Also, was looking around and saw those charging docks. Are they worth it and do they work with any battery?