Issues with Galaxy S3, S4, Note 2 destroying or being unable to use SD-cards Reviews for some products, as well as some forum threads, claim that the Galaxy 3, Galaxy 4, and Galaxy Note 2 will not play well with some SD cards.

The first of the above links mentions that Kingston had posted this as a known issue on their website; a Google search for the quoted text brings up no such page.

Is this a known issue?  Is it advisable to avoid or prefer certain brands, models, capacities, or speeds of SD cards because of this?

This question seems to be related.
Abruptly forcing your phone to shut-down (holding power button until forced shut-down, pulling battery, etc.) can cause a corrupt SD card on any device if it is currently reading/writing to the SD card. It is known that some Samsung devices try to read the SD card during some random times such as when the phone is starting up. Also running applications that are saved to the SD card and forcing a shutdown is asking for trouble. I'd always recommend shutting the phone down properly whenever possible to minimize these issues.