put your hd-based player through the hand-search section. You wouldn't take a laptop through a metal detector, would you?
I've heard less than stellar things about the slimx550, i'd go for a used 150 or 250 (or rio volt sp 250).
To me the only way a cd based player really makes sense is if you've got another cd-based player elsewhere, say in the car.
otherwise, it is a PITA to get new tunes on disc, and with only 700mb to work with, you can't just stick everything on a disc and go. So, factor a good 10-30 minutes selecting tracks per disc, wheras with HD based players you can just toss the files on and go.
As for battery life being a pro in the HD players, my rio volt sp 250 gets around 16 hours of life, off of a rechargable battery that can be replaced by a pair of AA's. The slimx 550 can get 55 hours of life (!)