I bought the Sandisk Sansa Clip 1G MP3 player, just waiting for it to come in. I will post how well it works, it didn't come with a power adaptor, but we have a spare blackberry charger that will do the trick. I think the biggest thing is to find one that plays when being plugged in to external power.
It's true that you get what you pay for, this one cost $30 bucks, so we will see.