Sony Walkman 16GB. I was very anti-iPod at the time because I thought it couldn't play WAVs and you had to buy all music through iTunes to get it on your device. I may get one down the road. We'll see. My Walkman is serving me well, though. I don't like how you NEED iTunes to get anything on an iDevice, however. The nice thing about the Walkman is it's just a USB flash device. I can even store files on it that it won't recognize.
It is limited. Like, you can't delete/rename/copy/move files, or create playlists, or anything unless you connect it to a computer. When it says "player" it really means player. That's all it does. But otherwise, it has served me well. Also has a radio tuner which is nice and plays some video files. AVI and WMV. It auto-converts for you as well which is nice.
I used to use my DSphat back in the day with an R4DS microSD card reader. But since the size was limited to 2GB and the max sampling rate output was something like 32Khz or something it wasn't ideal. Also it was huge to carry around in your pocket.