An Apple iPod is a little large to wear around your neck but is arguably the best MP3 player on the market. They have a Windows version if you aren't a mac-o-phile. CompUSA and Apple Stores have ones that you can play with (the touch pad controls are cool) and you can order them at
http://store.apple.com. Right now the clearance section (found on the lower left hand corner of the webpage) has some excellent deals on the 10GB and 20GB models.