Hi, the X-Ray isn't that small! It's easy to damage the finish, I wouldn't recommend lugging it about. As far as small CD players go, I think Cyrus ones are quite dinky, a bit smaller than a shoebox. They don't have external PSUs as standard, and are relatively light. I don't know how easy they are to find outside of the UK, though. IIRC, they are quite upgradeable too.