MicroSDHC with Memory Stick Duo adapter: good idea?

[cloudropis]

The one I was keeping an eye on is this:
[oh wow I cannot even link amazon in here? whatever]
the specs say "Class 4 (based on SD 2.00 Specification)"... So 4 mb/s? Way below class 10 then. I guess I'll continue to search.
How should I spread the budget? I've seen some people say they are not as safe as Memory Stick, but I don't get if that's because of the adapter or the microSD. I mean, should I go "good class 10 and above SD and cheap 3 bucks adapter" or "good class 10 and above, smaller SD AND a good adapter"? And why does it create problems anyway? That's what seems weird to me the most, they are just storage cards, unless you buy a chinese knock off it's hard to believe so many people say to just buy an official Memstick instead of a good brand of an SD.
Thanks for your help so far guys, this is pretty interesting, I really want to understand what's the best way to come through this since Memstick prices in my country are INSANE. I really should've had foresight and buy a bunch of them, especially infuriating since I've like 5 PS2 memory cards and only one PSP memory stick.