Question for Alex; does compressed RAW increase the number of shots one can get on a card? I was playing with my D200 menus the other night and it did not seem to increase the number of RAW pics on my $GB card (240) when I changed to compressed RAW.
The "Remaining Shots" indicator doesn't change, but you can take more shots. The reason for this is that compressed RAW vary in size, and the remaining capacity is estimated on-the-fly, but by default, the camera considers 0% compression efficiency (i.e. same file size as uncompressed RAW).
To understand this, take 5 or 6 shots in compressed RAW. The indicator will go down by 5 or 6, then go back up by 2 or 3, depending on how much compression was achieved...
The compression uses Nikon's lossless compression - and while I struggle to understand how compression can be lossless - it is certainly almost impossible to see in the final images. In fact when I have tested it I cannot.
Lossless compression works on the basis of mathematical algorithms that regroup patterns of similar information into a more efficient way of storing repetitions. 
In simple terms, good examples of lossless compression are Winzip or WinRAR (don't know the Mac equivalent). When you zip a file (e.g. a text document), you certainly expect to get it back looking exactly the same when you uncompress it, not just approximately the same, with some added typos or formatting errors
. The same holds for compressed RAW files. 