i also went the newegg route. i picked up a transcend micro sdhc 8gb class 6 and really like it. note that the big differences in price are due to size (gb) and speed (class). class 6 seemed to be a good compromise on speed and value. i'm guessing the 2gb card that came with the phone is class 2.
XDA Developers was founded by developers, for developers. It is now a valuable resource for people who want to make the most of their mobile devices, from customizing the look and feel to adding new functionality. Are you a developer?