for a pretty good discount... or refurbished versions. I got mine before I got my iphone, but still use it regularly. If you ever travel overseas it is a real treasure to prevent any unintentional roaming fees, yet you can pop in anywhere that has wifi to download, go online, and make free calls via skype to the US. Not something you can do with most players.

There are plenty of cheap ones, but you tend to get more features and quality by spending more. There are plenty of good, cheap MP3 players though.

I pick up most of my electronics from Newegg.com. Here's a listing of their MP3 players:
http://www.newegg.com/Store/SubCategory.aspx?SubCategory=23&name=MP3-MP4-Players&Order=PRICE

http://www.newegg.com/Product/Product.aspx?Item=N82E16855616134

This Coby model seems to pack in a lot of features and is rather compact for $23 shipped.

If all you want is music, it's great.
There is a camera, but I'm too technically challenged to get into it. The radio is nice. It's tiny, too, so It's practically weightless, and if I can follow the directions and get music on the thing, anybody can. I paid a little over $30 for it. I took the advice from people here who said "Get the Sensa Clip"!

It's a huge waste of money to pay top dollar for a Media Player and then use the cheesy little buds that come with it.

I got a nice Coby MP unit for literally nothing (using my VISA reward points) but immediately researched a good set of earpieces with wide frequency-response numbers.

And to further pinch those pennies, I don't download tunes; I buy used CDs from amazon.com, and upload the tunes. So if there's an equipment/computer crash, I have the tunes already on CDs as backup.

I second the suggestion for a smartphone (mine's an android) for the simple reason that when a call comes in, the music shuts off and you can answer the call with the same headset you already have on.

It's great for cycling. I only listen spoken-word podcasts and not music while riding, btw, but I'd often miss calls before because of traffic noise.