HM-801 for no compromise Sound Quality.
As in you'll get the best sound quality, but at the cost of large size, heavier weight, and low battery life. Some find the UI with the buttons a bit clumsy to navigate, but once you get used to it, it's easy, and the buttons are more resposive than the HM-601 / 602.
Also, the stock amp boards are lacking in my opinion, you'll be best off getting a Pico Slim and velcro'ing or mounting it to the back of the HM-801 for the best portable combo, IMO, but you'll be spending close to a $1K USD for a portable audio system. Also add in the cost of an extra battery for the HM-801 for all day battery power if you need it.
As much as I like the Sansa Clip + (I have a few of them), overall sound quality is just not up to snuff, especially with the opposite extremes of the frequency spectrum and detail/clarity.
But you can't beat the Clip+ for size and features for it's very low cost. Best bang for the buck, but there's not a lot of bang for a small amount of bucks.