Well, if you are gigging with these drives/cards - make sure you have duplicate drives with you at all times.
That being said - I've used all 3 and there are pros and cons that go along with each.
SD cards are nearly indestructible and they install into the deck very stealthly - The bad thing about them is that they are VERY slow to write to.
Flash drives are relatively inexpensive and are easy to carry around - They can get yanked out of your decks or they have been known to fail or corrupt from time to time.
Hard Drives are very quick to write too and come in much larger storage sizes - but they do have moving parts and toting them around a lot will cause them to fail at a quicker rate. It is really up to you.
Personally, i just use my MacBook Pro as my library source. I've never had an issue using it this way.