I use a micro SD card... If you intend to take video you should really get a card at least 16GB.... I used a 32 GB micro card.
However I would also get a waterproof pouch if you intend to use it in water. The very first time I put it in water it leaked. It was under warranty so I was sent a new one by Sony.
The other issue I had is that in less than a year I could not charge the camera any more because the mechanism holding the battery in does not work now. It does not come with a separate charger so I have no way to use it. Sony wants me to pay for repair however I am opting not to repair it and instead intend to purchase another camera.
Camera, battery, charger, wire to connect camera to computer, warranty papers, short instructions, small camera cleaning cloth, wrist camera strap. There is NO memory stick.
You can remove the battery and insert a spare battery.