Looks like I was lucky tonight!
I returned the Creative Zen Nano (no questions asked) and went back to the flash-based player section, where I've become a bit of a regular lately.
A few players that seemed plausible, the San Disk looked like one of my only options besides the iAudio. The iAudio is in a box, which means its impossible to get an idea of its size, so that was out in my opinion.
Then I noticed a sign laying on the shelf mentioning something, amazing. 2GB flash MP3 player: $69.99. It's a PNY player, powered by a AAA battery, boasting compatibility with almost every OS on this side of the galaxy and besides; it's 2GB for $70! Appearance is a bit weak (understatement) but I suppose its more incentive to toss it around.
I figured audio quality couldn't be WORSE than the Creative so I gave it a shot.
Audio is by far better! This was the one thing bugging me the most about the Zen, and the factor that made it impossible to live with. This player solves that, as well as quadrupling the storage space for a mere $20 upgrade. Thats gotta be the deal of the..day, at least.
Menus are tough, to say the least. I'll need to get used to the menus, thats for sure not to mention the screen seems like it should be "flipped", an option available on the Zen.
Overall I think I made it out with the best kit and for the least dough. There's still a lot to be desired in terms of appearance and usability but I never intended on trying to find an "iPod killer/replacement".