The deep learning SDK documentation also(1) contains relevant information on the requirements to run cuDNN.
There you will find a link to the list of current GPUs and their compute capabilities, from which you can select the graphic card having the required compute capability >=3.0 (2):
https://developer.nvidia.com/cuda-gpus
Here is an excerpt for GeForce cards:

Wikipedia has this even more convenient CUDA supported GPU table listing most (if not all) NVDIA graphic cards with their compute capabilities (the most up-to-date information is however likely to be found from the NVDIA link on cuda-gpus above).
(1) in reference to Robert Crovella's answer
(2) as of May 2018