The sony S@ sports CD walkman (I think models 301, 601,901) have the g-protection anti-skip plus addional padding. you cant beat it. In general the g-protection seems to be th best out there. I tested many players in stores and the Sony players NEVER skipped no matter how I shook them.
BTW I thought the panasonic sound was more full than sony, but the Panasonic ones skipped A LOT if you shake in the fist 45 secs (ie when it is loading the buffer), Sony did not. Even after the buffer was loaded, the Panasonic models still skiped if you shook them sideways.
Also the Philips/Nike Cd player ACT 400 supposedly has 480 secs of anti-skip, plus the padding like the Sony S2 series. I wasn't able to test it though.
With regard to the sound quality of anti-skip, supposedly the level 1 on anti-skip has no impact on sound quality but the higher level (level 2) DOES degrade the sound quality a bit.