I'm looking for a new MP3 player, purely for music, nothing else.
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I thought the Shures might seem to lack some bass for you, considering the canal phones you had before ... but don't panic -- there are players out there for you (and your ears will adjust a bit to the E3's, in time ... although I agree that you'll want a player that's bassier and/or more EQ'able).
What capacity do you want?
For example, for music-only in a tiny package, the Sandisk Sansa Clip has very good sound quality -- it is EQ'able and has a fairly "big" sound right out of the box. (If the available capacities aren't large enough for you, you can always get more than one -- these are an excellent value ... in my opinion, and the opinions of many Head-Fi posters.) I've briefly tried the Sandisk Fuze, and the sound seemed basically the same as the Clip, at least to my ears in the limited time I worked with it (a couple of days ... it was for a friend who doesn't have a computer, and I was loading it with songs). Also, there are players from Samsung and Sony that have good, user-adjustable sound (just because a player has a screen doesn't mean you have to watch videos on it), to name just two examples.
I hope some of these are available to you. Good luck!
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Sources (in order of purchase):
2nd Generation 10GB iPod for Windows (retired)
Creative Muvo 256MB (recently found the receipt – over $100!!!)
Creative Muvo 1GB (out on loan)
Rio Carbon 5GB
Cowon iAudio 5 1GB (out on loan)
Rio Karma 20GB (low-mileage collector’s item)
Creative Zen Nano 1GB
Samsung YP-U2 512MB
4th Generation 40GB iPod (monochrome; used as home jukebox)
2nd Generation iPod Nano 4GB
Creative Zen Stone 1GB
iRiver T60 2GB
Sandisk Sansa Clip 1GB
Sandisk Sansa Clip 2GB