In reply to Fraser:
Maybe, but I wouldn't be so sure...
I always shoot RAW only, but I've had a couple of scary experiences when a card seems to have been corrupted somewhere between sticking it into the card reader and downloading the RAW files. Not only had the The Nikon Nef files 'magically' disappeared from the card, but when I put the card back inside the camera and pressed 'review', the card seems to have been 'formatted' and there were no images.
The first time this happened I had just returned from a two day photography trip and loosing all the files would have been mildly disastrous.
I googled 'file recovery' and downloaded a program (many are now available) for about £25 which enabled me to scan the 'corrupted' card (via the card-reader) and recover all the RAW files.
Unless you over-write the original files (by using the card to take new pics) even if you accidentally format the card in the camera those originals will still be recoverable.
Pete.