I took my Peter Gabriel So CD down to J&R, willing to spend good money for a good portable CD player with radio. Apparently the new Sonies are using an inferior DSP which sounds lame, and Aiwa and Panasonic are even worse. Very disappointing!
I use the Sony MDR-V500 headphones, and I guess I'm not the purist some of you are because I do like and use the bass boost, although it really destroys certain CDs.
I don't care about battery life, and shake protection is nice, but sound quality and decent radio pickup is most important.