I'd also like to expand the thread to include SD memory card mp3 players that use AA or AAA batteries. With SD memory card prices dropping in price, a 4GB memory expansion card in a player that can also be used as a memory card reader and writer would be great if the sound quality was half way decent; unfortunately most of them are junk, but you could see the potential if you had a bunch of memory cards lying around.
http://cgi.ebay.com/SD-MMC-Card-MP3-...QQcmdZViewItem