The CF wifi has slightly more range, the SD wifi is more stowable.
Sandisk offers a combination CF wifi plus 128MB flash that may be an option for you.
If you ever upgrade from your 2215, you might not be able to use any of your CF items. Seems like everyone is at or going to SD. Although I would imagine that when you upgrade, your next PPC will have integrated WiFi. But by that time, whatever memory size you need will far outsize what you purchase today.
For memory sizes at or less than 256MB, the prices of CF vs. SD are converging (within $10 if you don't care about speed).
Socket and Symbol CF wifi are more expensive that other CF wifi cards but have a smaller antenna and reportedly lower power than other CF solutions.
You normally will have to remove your WiFi card when not used, either for power or for fitting into your case.
For ultra cheap and less than 256 MB memory, get a cheap CF WiFi and pair with an SD memory card.
For ultra performance today and less than 256 MB memory, get a Socket or Symbol CF and pair with an SD card.
For ultra portability or more than 256 MB memory, get a CF Memory and keep it in your 2215, and an SD wifi that you insert when needed.
That's how I see it, anyway.