Size
The Wii can support SD cards up to 2 GB and SDHC cards up to 32 GB. You must have your Wii updated to Wii Menu 4.0 to utilize SDHC cards.
Benefits
Utilizing an SD or SDHC card will allow you to save game data, photos, video and music. With Wii Menu 4.0 or higher, you can save WiiWare titles to and launch them directly from the SD card.
Considerations
If you have not updated to Wii Menu 4.0 or higher, you cannot use any card greater than 2 GB. Also, not all cards are compatible, so if you want an official SD card look for the official Nintendo seal.