I'm sure there are other, more advanced solutions out there now, but I have had great success with the ImageTank.
IMAGE TANK
I bought one a few years ago - at the time you could get one with a 2.5" laptop HDD pre-installed, or without and install your own. I did the latter with a 20GB HDD that I already had, so it cost me about $100. Similar to one of the other posts, you plug in the CF card, the small LCD display indicates the card is present and how much storage is on each (CF and HDD), then you push a button and it copies the contents of the CF card onto the hard drive. You can then wipe the CF card after, if you want to. I used it on several week long trips where I only brought one or two CF cards - just dumped them into the tank each day and then plugged the ImageTank into my PC when I got home. It has a USB 2.0 port - your computer sees it as a normal external HDD, so you can also use it as a portable drive for large amounts of info when you're not using it for pics. There's one on eBay right now with a 60GB HDD for 'buy-it-now' $100 US:
Imagetank G2 portable drive with Integrated Card Reader - eBay (item 110233639134 end time Mar-21-08 08:45:20 PDT)