I had some problems with the Bookeen supplied 2 GB card so I switched to a 1GB card I already had. Had one time where the bookmarks & my place where I was reading that got lost. I had been syncing using Mobipocket reader. Since then I have switched to ProfJulie's method and have had no problems.
Another reason I switched was that there seemed to be no flexibility in the syncing method. It was all or none. Also it is easier to delete files from the card this way (since we still haven't received the April 2008 update that hopefully will enable the "Delete" button on the Cybook.)