I've long used portable audio players, starting with Sony's cassette Walkmans, then the venerable iPods, and other more obscure brands.
As a runner and cyclist, what I value most in a portable player is the ability to operate it without looking —the iPod Shuffle was king— and that it can comfortably fit on sport clothing. Of course audio quality is also important, but not at the cost of blind operation, after all my primary use is on the go, not sitting and actively listening.

After reading all the reviews, and the obligatory and hated YouTubes, I decided to replace my crappy Wiwoo U2 with the Fiio M5, and I'm very pleased with my choosing.
You can read technical and more audiophile oriented reviews elsewhere, mine is more grounded on my intended real-life use and the experience of it.

So, this thing is tiny but larger than a Shuffle, and the included clip increments its width about 50%. The screen can be reoriented via software so you can always find the perfect position on your clothes. For sports you can remove the clip (I do not trust the clip very much when doing sports, particularly because the player is not as slim as a Shuffle), put it in your pocket and still be able to blindly operate it with cycling gloves through your pocket, which is fantastic. Maybe the only perk here is that song navigation requires a long click of the volume button instead of the fast single click of a dedicated button (volume and power have a couple of configurable functions).
Its score on portability is excellent.

I was a bit worried because all reviews say this lacks power (42mW @ 16Ω), but with my 18Ω NF Audio NA2 I can't even get to 30 on the volume scale, topping at 60! I have it software limited at 35 (and start-up at 10). I'm guessing said reviews plugged it to full-size cans with much more impedance. For your regular IEMs or earphones this is more than twice power-adequate.

The touchscreen is somewhat bothersome, it needs getting used to and still after accustoming yourself you make lots of mistakes, false gestures, etc. It works, but it's certainly not on the level of your cellphone screen, which is to be expected from its size. I've found myself skipping track more than adding to favorites. Screen refresh and navigating is fast except when playing and swiping to song options (from Now Playing you can swipe to two additional screens with seek bar / delete / info / change EQ, and lyrics), the transition there is slower, but not terribly so.

Sound quality is the best I've heard from all my DAPs and cellphones, it's very clear, and with the custom 5-band EQ you can fine tune it (I need no more than 3 steps on certain frequencies, from ±12 steps posible). No need to dwell here, it really sounds terrific.

The Fiio M5 has several customizable functions that are actually useful and well thought out in software design, like the ability to enable / disable wake on double tap (disable for sports!), auto-update library on disconnect / manual update, auto-resume song / position / off, auto-power-on at certain volume, screen angle configuration, power button single / double press for wake / play-pause, volume long press for volume / song-nav that can work differently depending on screen state... So many that the inability to configure and re-order menu items (in iPods you could chose which menu items to see) seems like a glaring omission. I've written then and hopefully they'll implement it in a future firmware update, there's items I'll never use, like Browse (it's redundant with Category if your library is in order), Recording, and Step Counter, and it just adds unnecessary swipes.
The software designers really took their time, for example from everywhere you can swipe down to song-nav, so you don't have to actually navigate to Now Playing.

You can use it to answer calls with its two microphones, plug it to your Hi-Fi and transmit from your phone (I have it connected to an old cellphone with Vanced YouTube and at parties everyone can put their songs and we're all happy about it; bewilderingly, they don't like all my songs), or use it with BT speakers / earphones (you can transmit from your phone and it can re-transmit to speakers or earphones). A little Swiss Army Knife of a Digital Audio Player indeed.
It also apparently has regular headphone out and Line Out, which I think only maxes-out the volume, so make sure to check beforehand because it stays in Line Out after power off/on! Also, it's more trouble to go to settings and change the output instead of just increasing the volume.

Construction and finishing are top level, nothing more to say about that, quality everywhere except the buttons which sadly are plastic. The clip also feels like it wont last too long. The silver one will better hide scratches than the color ones.
They made a mistake with the plastic protective screens: both sides are glass, and the back side screen is factory-applied, but you have the option to apply yourself the front one, which is very dumb as we all know protective screens are imposible to apply by human hand, you'll mess it up and a corner will stay poorly applied, as you can clearly see on my photo at top left.

They claim the battery lasts 10 hours, it's thereabouts, it has given me 12h of mixed use; I'd obviously rather more independence, even the old Shuffle lasted 15 hours and was less than half size (but lacked most everything but play and nav).

I chose this one over the Shanling M0 because the M0 lacks buttons and blind operation, also the Fiio M5 has a much wider frequency response (5Hz~90kHz vs 20HZ~20KHz) and according to reviews is noiseless (I haven't detected any hiss, which to me is a first).

All in all, I'm very satisfied with my purchase and I think it'll last me 5 years easily. I don't plan to get another DAP until this one dies (and I still have a couple of iPods and others).

So, if you're looking for a versatile and feature-packed, good-sounding, sexy looking portable DAP, look no further.

I'm no audiophile, but I know how I like my sound.

I was searching for replacement to my old, soldered and twice broken Sony MDR-EX500 which to me were perfection incarnate, and let me tell you, choosing earphones these days is terribly difficult; before, all I had to do was enter the Sony Shop (or stores that sold decent earphones) and chose one expensive enough to ensure decent sound, but never the more expensive models. Now, you have hundreds of millions of options! It's ridiculously tiring.

Of course, if you have the money you just order a few and be done with it. Or, if you don't care about audio you... well, no, you'll be on the Apple, Skull Candy, Beats, and Bose pages, not here.

So, across the years I've found I like my audio just like those EX500s sounded: powerful (13.5mm driver!), with a slight V or W, not sibilant, with bass (but I'm no mofo basshead, you know the type, those idiots that make their cars reverberate with sub-bass and ruin all other frequencies, and the sleep of 5 or 7 city blocks), on the fast-ish side, not terribly descriptive or analytical —my most used sources don't merit it, and actually would suffer from too much analysis— but still transparent and clear, and I'd say with soundstage, but IEMs have little of that... comparing them to open cans, of course.

I'd say that's the definition of —at least to me— the perfect driver.

I tried upgrading them once years ago with some some Sony with four balanced armatures per side as drivers, and instantly hated BAs, but this time I was open to pick an hybrid model, with both a dynamic driver and one or two balanced armatures (there's models with 25 BAs per side, I think), assuming that about a decade of progress had made BAs listenable.

Considering all that, the process of choosing is crushing, took months. Firstly, I had to catch up with latest theories and schools of thought to have a general idea of what to expect in this postmodern world (1 tesla magnets! A powerful full-sized speaker system reaches that!). Then I had to chose very broadly from the brands that kept being mentioned in the forums. Then I had to read the individual long reviews.

That's the most difficult part, because you see, you can't truly trust a review from a random forum member; you have to read (and hopefully there'll be some) his other reviews in order to have an idea of what he likes and how he's reviewing. The task was to try and eliminate some of the subjectivity from the individual reviews of the several items I chose from a few brands. Adding to the difficulty is the fact that there's always opposed reviews, one guy can say whatever and the next one precisely the opposite.

You also have to read some reviews from items out of your budget (up and down), and items you won't buy for whatever reason (say, they're ugly, from a brand you don't like, don't fully fit your criteria). Same purpose as above.

On top of knowing what type of sound I was looking for, I had other considerations, such as they should work for running and cycling —which seemed very hard as I wasn't able to find too many cyclists and runners interested in decent audio, them crowd is the Bluetooth and ultra bass one, inferior race such as it is.
Another consideration was that the damned cable should be orders of magnitude better than the stupid Sony cable that always fails. Always.
The composition of the cable —its isotopes, number of electron orbits, and covalent bonds— is a myth everyone should stop spreading.

After reading tomes of obscure and arcane privileged knowledge, after asking for advice a few times and in a few places (that's how you play a decent RPG), after having chosen The One a couple of times and then changing it, I arrived at the NF Audio NA2.

They don't look as garish and tasteless as some of the metal multi-driver monstrosities, nor as plain, boring and generic as the BT buds —I liked its frosted translucent looks; cable seemed resistant enough and its conector pins are covered in a glove of plastic, increasing durability; it came with 12 silicone tips, balanced and bassy. Its drivers have a dual cavity, which helps with pressure equalization, and the power of its magnets is over 9000 —I remained worried about the bass, wrongfully thinking it's dependent on the driver's diameter.

I was truly surprised when I hit play, at random, and 'I Want to Break Free' from Queen blasted mid-track. It truly was a blast! "Blown away" say too lightly (because the overuse) the people who can barely write.

The volume was low, of course, the blast was a wall of all the sounds, all the frequencies, all sounding perfectly and powerfully, clearly and spatiated, not too intimate, not lacking anywhere. More songs followed, that detailed (remember, to me, always to me) sub-bass! Those fast-ish and powerful bass hits, textured! The mids... OK, not ultra loud, a bit relaxed. The highs there, sharp... but not at all tiring! Every genre!

'Could it be that they're this good?' I was constantly thinking.

From the first listen I realized they were better, considerably so, than my EX500s, not a question about it. And now, a couple of weeks in, listening a few times (I don' need no over analyzing; I trust my ears), I'm still amazed at how damn good they sound.

And they have power. Here's a table for you to grasp what 1 tesla is:

In space: 0.1-10 nanoteslas.
Earth's magnetic field: 0.00058 T.
Sunspot: 0.15 T.
Powerful speaker: ~1 T.
Nuclear Magnetic Resonance equipment: >7 T.
Neutron star / magnetar: ~100 megateslas/~100 gigateslas.
...

I took my time replacing my Sonys, I knew what a hard task was going to be, and it could end tragically (ha, 'I Want to Break Free' came up! I utterly love those kind of chance's little coincidences)... Maybe pushing a bit the mids to the front, for more powerful vocals, but not at the cost of more treble, like I guess in the NM2s).
So, it's been a while for me without listening to IEMs and that could obviously skew my impressions.

The oh-so-boring cliché of "they've made me love my music again" does not feel far fetched.

All in all, I'm very satisfied with my purchase, I won't be looking for replacement for the foreseeable future, and totally recommend them for long, enjoyable listens. They sound so good you have to stop thinking and start actively listening and enjoying.

The tips do make a difference, I'd rather the bass ones in sound as I find the balanced ones too open and with less body, but they are more comfortable being softer. The Spinfit CP100 tips don't really work with these because the sound becomes too light and transparent, which is a shame because they're much more comfortable; you get the weird feeling of the earphone floating in your ear, that's how soft and transparent the CP100 are.
The passive sound isolation is quite OK, even with no sound you have to take them out to talk; I've tried them without music in very loud environments and they block the offending noise easily.
Edit: The Spinfit CP145 tips do the trick! They're not as soft as the CP100, quite less transparent and more bassy, though not as much as the included tips, and are even more comfortable because they don't make the earphone float. They stick perfectly and you don't have to push the earphone in every so and so like with the included tips. Perfect!

For cycling they're too windy, useable, but you have to up the volume, lowering your safety. They don't really work for running as the tips are not very sticky and you have to push them in every once in a while (I will try with the CP145 and update).

Transport case is tight, it fits my iPod Shuffle too, but I think that's about it.
Other reviewers have complained about stiff ear guides, to me they work perfectly, comfortable to the point of not noticing them even after hours.

I thank here everyone that took the time to answer my questions on the different platforms I reached.
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Addendum:

After almost two months of enjoyment, I can say that the NF Audio NA2 IEMs can take a serious amount of volume and EQing.

It's scary how loud these things can go, but without any distortion, you just hear more and more and drown in your music. And equalizing them, they can take a ridiculous amount of bass (or mids, or highs). I've never experienced earphones that behave like these
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Secundus addendum:

The chin adjustment thing (made from aluminium) is worthless, it's too loose and it doesn't stays in place at all.
I use them with my Fiio M5 and it's a blast!