No matter which type of card (CF I&II, SD, XD, SM, MS, etc.) your camera takes, it's a good idea to format it on a regular basis. While it may not happen often, these little cards of information can fail & reach the end of their life if used a lot. To keep your card in good health, format it in the camera from time to time. This clears up the card and erases all of the data. Of course make sure that you have downloaded and saved onto a computer all of the files on the card before formatting. Some older cards & cameras may also show error messages if the card is not properly formatted to that camera.
Each camera menu is different, but you can typically find the formatting function in one of the last sections in your menu (usually marked with a wrench symbol & yellow in color), and also in the menu when you're in "playback" mode. If you can't find it, refer to your user manual. All you have to do is select "format" and hit your enter or set key and confirm.
A few other things to remember about cards is to keep them in their little plastic cases when not in the camera body. This protects the small connection holes/contacts that transfers your data from camera to card, card to computer, and protects the shell of the card itself.
Also, when putting in and taking the memory cards out of the card slot, both in a camera & in a card reader, be gentle! There are little pins on the other end that can be easily bent. If the pins get bent too many times the pins can also break off. If either of these things happen, you won't be able to use the camera or card reader until you get it repaired.
The most efficient & reliable way to download your digital information. Why use a card reader instead of just plugging your camera into the computer to download? It's a safer transfer, downloads faster, takes up less space on your desktop, doesn't need batteries, does not use the cameras battery power and you don't have to dig for the correct connection cord. They are inexpensive and plug directly into your computer via USB or FireWire.