I sometimes have a popping sound when I first play a track after turning the device on.  Annoying, but I don't think I've had it continue on other tracks afterward.  Unfortunately I have no idea why it does it, though it sounds like your popping issue is far more significant.  

  Everything works pretty much instant for me (including switching to a track on the internal memory from the SD card).  Prefer everything about it over iPod thus far (aside from the capacity limit [and current issue with 64GB cards]).  Not sure why some seem to suggest the interface isn't user...

Just got a Fiio X3 recently and threads like this one had me concerned about formatting issues, getting a 64gb card to work, etc.  I purchased a Samsung PRO 64GB card and was pleased to see it comes stock as FAT32, so no formatting was necessary.  It holds 62.4GB and thus far I've had no problem...