Also since I am getting 32gb the f800 is also an option.
How does it compare to the f880
This is just me but I find the F800/Z1000 generation absolutely abhominable. Sound is neither here nor there, I don't believe they have a degree of quality that stands out above the rest and warrants your choice. Build quality very cheap, clearly built to a low cost target; screen and system response/UI fluidity are terrible, atrocious for a player that costs the same as (or more than) an ipod touch. They do not deserve the Sony brand name.
The F880 is essentially one giant bug fix exercise that has fixed pretty much everything that was wrong with those two.
The A840 is great, premium look, build and sound, but it's a very light & airy sound too. It's the opposite of the sound that's in trend right now. If you want bass, heavy beats, or emphasis on vocals, you might need to look elsewhere.
The F880's sound is much more "middle of the road" compared to both the A840/50 (very bright) and the A860 (dark), but you can hear a certain degree of high quality to it. It's not bland to the point of nothingness like the F800/Z1000.
I haven't heard the ZX1 yet, so my personal rank of recent walkmans is: X1000 > F880 > A840/850 > A860.
Failing grade for the F800/Z1000 from me.