Well lets get a little more technical, firstly if buying a new laptop, it is more likely to handle the SDXC cards, the next important thing about the card itself is the read/write speeds as linked to a description by rockstar-not, worth a read to understand the differences. However if depending on ordinary SD or SDHC cards you already have, the slowest is the lowest number inside the circle and the fastest is number 10 inside the circle. I find that a 32GB SDHC card rated as the number ten is perfectly fine with full HD video which does require a very high speed for good results.
Whatever the card reader fitted will handle in type, it will also match the highest speed of that type.
All USB devices are limited by the maximum speed of the USB bus inside the computer, though if it does come with a USB3 type port, and providing it is a genuine USB3 memory or flash drive, it is pretty fast.
After that, a lot then depends on what you will be recording and which media is the most convenient.