Muvo
I have bought a Creative (Nomad) Muvo NX – 128Mb. It is small, about the size of a cigarette lighter, plugs into the computer so you can put music on it then it plays it back through headphones. It even comes with an armbamd holder so I can wear it while working out or running. It works extremely well for these purposes – no weight to notice and on the arm means that I do not get tangled up in the earphone leads.
It is very easy to use, the sound quality is excellent and I get about ten hours out of a rechargeable AAA battery. I can fit 2 CDs worth of music plus a few extra tracks and could manage more if I did not mind losing a little quality. All I want now is the nice people at creative and audible to get the firmware right so I can listen to audiobooks on it too.
I have some Sony “comfort” earphones, except they are not – they sound brilliant but make my ear canals sore. They do cut the ghastly noise of loud pop music out at the gym, much better than the “over ear” ones I was using, but they are certainly not comfortable.