Out of the box the Galileo is setup to run sketches uploaded from volatile memory, which is really lame. I didn’t spend much time with it using the stock SPI kernel. So, an SD card is pretty much required to do any serious development with this board. This is not a bad thing (although you aren’t running in real-time anymore), since having a full OS to use has lots of advantages. Plus, this way I can automate the build process in a way I’m more familiar with.