I have a Sony Walkman NW HD5 20GB. this has now been replaced, with the new more stylish looking things.
I Prefer the controls on this to the ipod. Sonys SonicStage software is poor, but i do all of my encoding in other programs and only use it to upload to the player, so i manage. I Don't like ITunes either.
My player is full, and i have some music that i cant get on, although this is all stuff i deleted to make room, so i don't miss it.
The variety is great, i listen to it at work so it gets about 9 hours play per day. and i have everything according to my mood, sometimes Soul, sometimes Metal, sometimes blues, others Jazz or whatever.
I Also have friends that enjoy music, although none have any more than a 256mb player, so i like being able to play a song on demand when it comes up in conversation (Thanks to my portable speakers)
Playlists are probably the best thing, thanks to these i listen to my mp3 player in home most of the time, my stereo system doesn't get much use now, except for new cd's i can't wait to listen to.
I Couldn't live without it now.
If Price is a concern, i would certainly recomend the sony NW HD5, since its been superceeded you can get them quite cheap.