MDH12AX7
100+ Head-Fier
Sorry for the crappy cellphone pic, but in the interest of an answer...it's about 2.5 x 3.5 inches exterior, about 1.75 thick. Small enough. An iPod shuffle fits in nicely for a fully contained highly portable set.
Keep an eye out on mp4 nation, they were on sale when I bought them for $3, can't remember shipping cost but it was reasonable for buying multiples.
+1 on the case from MP4Nation. I have a couple of them. They are great and my Sansa Clip Zip fits in nicely as well.