Hi Marilyn,
I'm not sure the teleconverter would be a great match for the 55-250mm lens (I don't even think it will physically fit on that lens) so, I like your option of "just chilling and capture what I can."
I would definitely shop online for SD cards. Camera (and other brick and mortar) stores make lots of profit on SD cards, so you can typically get much better prices online. I'd tend to look for an 8GB or 16GB capacity. Those sizes seem to be in the price/performance sweet spot. There seem to be a lot of sales on Kingston SD cards now, and I almost bought some for the trip, until I read the reviews. It seems like the Kingston cards are having a lot of failures lately. Historically I've had the best experiences with Lexar, but they're also some of the more expensive cards.
Sandisk seems to be one of the brands that is currently getting good reviews, with decent prices. Personally, I haven't had the best luck historically with Sandisk CF cards (I seem to get more write errors than with other cards) but I decided to give them another try. I just ordered a pair of these for the trip:
http://www.amazon.com/gp/product/B003D5MY5I The seemed to be a good balance between cost, performance/speed, size and (reported) reliability. We'll see...
Here's a 8GB card with a little slower write speed that might be a more palatable price:
http://www.amazon.com/SanDisk-Class-Flash-Memory-SDSDB-8192-A11/dp/B000UZL0YU/ref=sr_1_2?m=ATVPDKIKX0DER&s=electronics&ie=UTF8&qid=1304807121&sr=1-2The Transcend cards also seem to have good prices, but I felt more comfortable with the Sandisk cards because they have been "tested" in Nikon cameras. Here's a list to some of the best selling Transcend cards on Amazon:
Transcend cardsI hope this helps!
Keith