What class of an sd/sdhc card do I need for a Nikon D5000?

I can't find anything in my manual about it.

I would suggest with 720 HD video 8gb / Class 10. I carry no less than three cards for each of
my dslr cameras.

If you're going to record videos, I recommend a Class 10 4GB or 8GB card, if only photos then Class 6 will be just fine.

Here's an SD Buying Guide - http://www.the-dslr-photographer.com/2010/02/buying-an-sdhc-memory-card/