I have both the Sandisk E250 and the Creative Zen. Both use a standard AAA battery. I primarily use the mp3 player on Transpacs & it lives in my QC2 case along with 2 backup batteries.

I prefer traveling with the Sandisk because the battery doesn't run down much when it's powered off (sometimes it's a few months between flights). If I haven't used the Zen for a few months it's pretty much guaranteed that the battery is flat. The only real advantage of the Zen is that it has a standard USB plug. The Sandisk requires a USB to mini-USB cable to update the songs.