Store video files on USB, SD card, microSD, or external hard drive?
Generally, it’s a bad idea to store data on SD or micro SD cards for any substantial period of time. If you’re a hobbyist, traveling, and plan to transfer to a hard drive when you get home, that’s fine.  But if you’re a traveling media specialist, you want to get your data off of SD/micro SD as soon as possible, for a number of reasons;

Those cards are easily corrupted, because they have very little shielding against electromagnetic or static discharge, and don’t have built in error correction circuitry. They are absolutely higher risk than USB hard drives.
They are easy to lose, because they’re small.
They break.  The plastic wears down over time, especially after several hundred insert cycles. The thin strips of plastic that separate the contact “teeth” of SD cards are especially fragile, and when they break off, they can damage your camera.
They’re made and priced to cycle data. It’s more economical to store long-term data on media designed for that purpose. If you bought a new SD card every time it was full of photos, you’d be throwing money away.
They’re not designed for random access.  They’re designed to write data quickly and sequentially, but reading it quickly isn’t a priority,  and constant random read/writes would not only be very slow, but would also shorten the card’s lifespan.

What you should use instead depends on how you intend to use it; how long you intend to keep the data, how often you plan to read the data, how quickly you need to read the data, and how much money you’re willing to spend.
No, portable hard drives aren’t as reliable as desktop ones, but they are more... portable.  Portable SSDs are faster and more reliable than spinning metal, but they’re more expensive and have lower capacity.  If you really want to protect your data while traveling, you can get portable 2-drive RAIDs, with either SSDs or HDDs, but they’ll be at least double the price of their single-disk counterparts.  If you’re a DIT working on a major motion picture, you might possibly lose your job for not using an actual RAID.  If you’re a digital finisher, you probably have all of the above, plus maybe LTO.  Yes, tapes are still the most economical way to store data long-term, and they have a lifespan of around 30 years.