What is the purpose of collecting the data? If the primary purpose is to provide immediate feedback, then I can't see how an SD card would be useful. Or any other long term storage mechanism for that matter.
The PC, which can both store and display data, makes sense.
The iDevices make sense to, if you want to buy a developers license to actually create apps for them, since they can both store and display data.
The SD card could be used to show you later what you did wrong, but it sounds like the feedback aspect is far more important than the storage aspect.