I use a Media Pack in my Nintendo DS.
Why bring several things when I've got everything I want to play with on one thing? The DS has a large array of mini games and small games, and whoever wants to play an entire large-scaled game for a break time? Nah, that's saved for when I get home. (Not that I won't get a PSP, I just find that the DS is a better handheld according to playing small stuff while travelling)
It works off of CompactFlash... yeah, the camera-flashdrive-thingy...
It handles up to 8 GBs... I'm fine with that. Afterall, why would you ever need your entire computer song system with you? I'm a fan of CDs, so small flash drives are better for me. I like the whole switching-thing... I don't want everyone to just steal whatever song I have, so I'd rather just choose what they get to listen to, and what I get to keep.
It's personality, put up with it.
But it's not THE most perfect media player, but it does the job for a cheap price. Sometimes the cheaper ones are better to risk than those newer, more fragile types. ( Sorry, I'm rough with my technology, I've lost up to 7 good cellphones because they were too fragile... actually, I had 4 fragile expensive ones, the other 3 cheap ones lasted the longest... ) I like to be roughed around while having my technology near by my side. I'd like to have EVERY OPTION with me in any situation, so my technology's going to have to rough it out with me!
I may be a bit old school, but old school was never too bad.