It does not just apply to SD cards.
I have a number of USB sticks that I use for mp3s with my car audio system. The first one I used would often not be found by the system it required the stick to be unplugged and plugged back in again before it would be read. Others I tried never did work, but the 8Gb one I'm currently using is found every time.
So it would appear that all flash memory is not the same, you have to find a card/stick that works for you.
But this only seems to apply to devices as I have never had a problem with any of them in a PC.