jimmyrules712, I have the Sony DSC-717 and use the memory stick.
I use the memory stick put out by lexar and works fine. Have used others and they work fine also. Brand dosen't seem to matter, also I dont tend to worry about speed.
Look on Newegg or Zipzoomfly for the best price.
Advise that you watch the lager memory sticks, if you opt for 1 gig or better, if something happens you will lose a lot of pictures.
Check and see how many pictures you can get at the resolution you use most, according to the size of memory stick you will be using.
I favor 128, 256 and 512 sizes. Some times smaller is better and just get more of them. Then you don't "put all your eggs in one basket" so to speak
Also, you might want to get a card reader for your computer, they have external that plug into usb port and internal which is very nice.
Hope this helps and gool luck w/new camera..................Sterling