Well, unless you get the iPod, an Archos, or a Creative, you don;t have any choice. All the other mp3 players come with flash memory and the most is like 128 mb, which is still good, but, it can get to be a pain when you have to keep switching the memory sticks.
I have the Creaive Nomad Zen (20 GB's). It's an EXCELLENT player, and it's really not that big. you can easily fit it into your pocket, and it's rather light as well.

___________________

It has to start somewhere,
It has to start sometime,
What better place then here?
What better time than now?
--Rage Against the Machine

Ah when i said creative nomad i meant the jukebox cd player type and not the zen .. yea the zen doesnt look too bad indeed

Crusader

I have the Creative Nomad II 128MB thingy. It's terrible. Not nearly big enough.

Get an iPod. No doubt about it. They're way expensive, but way worth it.