I have several MP3 players, but my favorite is the MyMusix PD-205. Instead of using flash memory, this device uses SD memory cards to store your songs. It supports MP3 and WMA formats and a 1GB card (included) holds about 1,000 songs. It can use up to a 2GB card (2,000 songs). So, you can put as many songs as you like on various cards and pop them into the machine as you wish. With Windows XP, it requires no software drivers.
It's easy to copy songs from the computer to the card. You can plug the device into a USB port and copy songs to it or you can just put the card in a card reader and copy the songs direct from the computer folders. The songs copy from computer to the card as fast as your computer USB speed (i.e. 1.1 or 2).
The PD-205 uses one AAA battery that will play for 12 hours. It's on sale now at Radio Shack for $69.99 (it normally sells for $119.99). I'm very pleased with mine. I really prefer the WMA format over all others.