Check out some of the newer models that have a hard drive (Apple iPod for one) and can hold up to 20GB of music. Of course this depends on your budget and amount of music you want to haul around.

I looked alot of HD mp3 players and this seemed to be the best. I tried the Archos jukebox and I wasn't very impressed. It seemed to have a problem with it's software but that has probably been remedied by now. I have the iPod 10gig. It will hold about 2000 songs at 160k each. It's very small but very expensive. The 5 gig is $400 and the 10 gig is $500. I don't know how well it works with a PC though.

Try this site. I have not used their MP3 buyers guide but most of their guides are pretty good and descriptive. They also help you decide what is really important to you. Storing 3 straight weeks of music, or having a battery life that is four times longer.
[url]http://www7.activebuyersguide.com/abg/nav/StartGuide.cfm?CatID=58&PID=0X7X90X14437X18d6a&RefID=0[/url]

Preferably i'd get the one that uses a CD to hold the mp3's because the possibilities are endless.  But the drawback is the size.  They have the typical battery life of a portable CD player.  I have a RCA Kazoo 32 MB Mp3 player (got as a gift) It only holds only 30 minutes of music at a bitrate of 128.  I have yet to replace the battery 2 AAA after using it for 6 hours straight.  It uses a Multimedia Memory Card which is smaller but more expensive than a Smartmedia or a CompactFlash card but a 128 megs card can yield 2+ hours of music in a very small size.

I've had a problem with transferring music to the Kazoo with Windows XP but in Windows 2000 it went without a hitch.  Just look around and also check out other peoples advice.  

I've seen the mp3 players that use 8cm instead of the 12 cm cd's.  smaller and with the price of 8cm blanks going down.  You might want to check those out.  they hold about 150+ mb of data.

dont get the Rio One, $99 makes it sound nice. but every single one i have used and many other users have have a annoying buzz out of the unit. it is the unit and not the mp3 itself. this can be proven by letting it play and turning the volume all the way down. something in the decoder hardware i think.