In my Canon EOS 400D and in my Canon EOS 7D you need the adapter yet - but it works well and you can safely dispense with CF cards. These parts are too expensive and have too little - the adapter makes SD cards in these cameras can be used. And for a big thank you.
In my EOS 400D CF cards are even only available to 4 GB - SD card with 64GB of work - with more than 9999 photos!