You do still need to stop to swap memory cards once in a while, but it's not like changing film. Open the door, pop out the full card, put another in and you're shooting again. Plus not having to worry about processing/development is great. My "darkroom" is now my PC.
But the best part is that at the end of a shot series, you can look at the LCD on the back of the camera to check exposure, focus, etc. So you can change as needed after a couple of test shots.