I've got a couple of the little Sony things - a 1GB and a 2GB. Hold plenty of tracks/CDs for me for a fortnight away including flights. Long battery life too - recharge via USB or a mains/car - USB adaptor. Some people hate the Sony SoundStage software - I like it. Easy to rip from CD and transfer from the 'puter library to the player. Only problem is that they're both a year or 2 old so no longer available.

BTW, another recommendation for the Sennheiser PX100 'phones. Not as discrete as in-ear ones but the sound is far better (IMO). They don't block as much noise as in-ear ones on flights/noisy beaches but the quality and comport outweigh that slight disadvantage (again, IMO).