From Nikon's web:
The Nikon Quality Department has tested the following cards and approved their use in the Coolpix 4600/5600:
SD memory cards:
SanDisk 16 MB, 32 MB, 64 MB, 128 MB, 256 MB, 256 MB*, 512 MB, 512MB*, 1 GB
Panasonic 16 MB, 32 MB, 64 MB, 128 MB, 256 MB*, 512 MB*,1 GB Toshiba 16 MB, 32 MB, 64 MB, 128 MB, 128 MB*, 256 MB, 256 MB*, 512 MB
*High speed type of 10 MB/s or over
Other brands and capacities of cards may work, but Nikon cannot guarantee their operation. Check with the manufacturer of the third-
party card for compatibility information. Nikon recommends keeping one of the approved cards available for troubleshooting.
The largest high-speed card they've approved is 512MB SanDisk or Panasonic. Since there are 1GB and 2GB cards out there, use at your own risk [probably not a significant risk]. I've always prefered SanDisc, but there really isn't much difference.