I have a Lexar Firewire CompactFlash card reader, and never use it. The USB2 readers tend to be much better. The sustained speeds of Firewire doesn't matter much here. I've not yet seen a Firewire 800 reader; that would be faster than USB2. My favorite card readers are the internal SATA ones -- now those are quick.
The bigger question is this -- can your card read/write faster than the USB or Firewire connection? My CompactFlash cards certainly are not. I'm using somewhat older cards (bought from 2007-2009), and copying a card is a good 10-20 minute affair.
I would absolutely NOT put SD cards or Memory Sticks in CompactFlash adapters. Use a USB stick adapter.
Suggested camera card reader adapters...
-- SD /SDHC / SDXC to USB for $5 shipped:
http://www.amazon.com/gp/product/B00...SIN=B006GDY57O
-- Memory Stick Pro / Pro Duo to USB for $5 shipped:
http://www.amazon.com/gp/product/B00...SIN=B004I1IG0S
-- CompactFlash
** to USB for $10-15:
http://www.amazon.com/gp/product/B00...SIN=B00109Y2DQ
For $20-25 total, including free shipping, you can have all the adapters and slots you need.
** Yes, the CF to USB has slots for SD and others, but the non-CF slots are lousy. Pretend they're not there. Only use the CF slot.
Don't ignore this advice: I've seen non-CF cards wiped by the non-CF slots. Again, it's a CF reader only!
Unless you're a working journalist on tight deadlines, super-fast card readers are not a necessity. They're a costly luxury.