Don't know if they're SDIO - could be, nobody is sure.

You won't see any real performance difference between Class 2 and Class 4/Class 6 with the card in the device, you'll only see a performance difference when you use the card on a PC (ie. faster writes). If the card will spend most of it's life in the N800 with only occasional visits to the PC I personally think it's hard to justify the extra £15.50 for the Class 4, and impossibly to justify the extra £22.50 for the Class 6.

From my experience, avoid SanDisk as their SDHC cards don't seem to support high speed (48Mhz) mode which allows much better read performance. Transcend Class 2 have been very good in my experience and support high speed mode - I've seen 12MB/s read performance with 4GB and 8GB C2 Transcend cards.

£25 for 8GB C2 is pretty damned good, and Kingston is a reputable brand.