I can download the pictures from the camera using the data cable or I can unplug the card and plug into my PC's card reader. Both work and I couldn't notice big differences in speed or reliability.
What's your take on this?
Reasons to use the memory card:
A good card reader will be faster than your camera's data cable (a cheap card reader - not so much)
When you use the camera data cable you also use the batteries, I had an old camera that really drained the batteries when using the data connection (a set of batteries lasted a few days of shooting or about 30 minutes of data connection) - I expect most cameras are better but I haven't used the data cable since.
For SD cards - most laptops have a built in card readers, lots of printers also have card readers, the USB reader that's always connected to my desktop computer right now cost me about $5 - why bother connecting the data cable when I already have a card reader connected.
For CF cards - I've heard (my camera only has an SD card) a good card reader will be so much faster than the camera you'll never ask this question again (a new generation reader from one of the leading memory card brands - not my $5 one).
Reasons to use the camera data cable:
If you don't already have a built in card reader it's one less thing to carry
You could potentially damage the camera's card slot (but I've used my old high end point and shoot so much the lens fell off and the card slot didn't show any damage - so I don't think this is real).
When using my D100 I've almost always used the data cable but I'm never in a rush. When I started out with the camera I bought a CompactFlash card reader or two but none of them ever worked very well for me, possibly becasue they were low quality items.
For my wife's Coolpix I use the SD card in the SD slot of my laptop which works very fast, but I have left the card in the laptop a couple of times which is a bit embarrassing...
Here are a few reasons I found for using the USB connection on cameras of mine:
a) no suitable card reader or adapter at hand. Sony DSC-R1 has both Compact Flash and MemoryStick slots and no™ laptop has a CF reader built-in (and the CF card is sort of like "internal memory" to me when I've forgotten to replace the MemoryStick). Also some Sony cameras take MemoryStick and some take MemoryStick Duo cards, and Expresscard (or builtin) readers tend go only for one of those.
b) memory card is inaccessible when camera is in use. Panasonic DMC-FZ200 has its battery-and-memory door located that you have no chance to open it when on a tripod. And it's so close to the mount screw that it's not even accessible when just a quick release plate is on the camera. Putting the camera in a lens clamp helps.
In the same vein, the screw-on leather half-case of the Sony DSC-R1 leaves both memory card and battery door inaccessible.
c) camera does not offer copying between memory cards. Particularly relevant for the DSC-R1 to get images from the CF back to a MemoryStick.
d) half of the time you forget putting the memory card back into the camera, leading to an unpleasant surprise when you next want to use it. So for just checking/getting a single photograph, the cable might be easiest.
e) with a large size microSD card in a MemoryStick adapter, the first use in-camera after working on it on the computer takes a really really long startup time in the DSC-R1. No idea what the camera is doing then, likely some integrity check.
That being said, as a rule I take the card out and put it in the computer.