The Sansa clip from Sandisk. It has 2, 4, or 8 GB models, plus you can add microSD cards for extra space (so up to 32GB extra for around $50). The sound quality is very good and the DAC and amp are well loved for being such a small device. It supports mp3, Ogg Vorbis, FLAC, and more. It has an FM radio, and EQ settings.
There's also the Cowon D2.
Here's a relatively recent thread with many suggestions.
32gb Cowon S9 is what I use. I had several Cowon X5Ls prior to this one, but I'm glad I upgraded. Lightweight, a beautiful AMOLED screen (seriously, videos look fucking amazing), and no software needed as it acts like a USB drive. The best part? Nearly 50 hours of playtime off a single charge. I literally charge it once every few weeks.
Most of my friends and I have been using jetaudio since the xp days. even have pro on my phones and tablets for the preamp and extended EQ.
a little daunting at first, but it can be as simple or complex as you want it to be. tons of skins, plugins, and codecs, even HD.. i havent seen an audio format it cant run. has several ways to be minimized or reduced. (usually alt-f10 goes to tray)
still one of the best sounding decoder engines i think.
I had a Cowon A3 back in the day and it was a beast. I came from that from a 4th gen iPod and it was mind blowing.
J3 is more music focused. Cowon usually releases a music focused PMP and a general media PMP. Their naming system makes no sense and never has, so it's difficult to tell. The best way to know is to look at the tech specs on the CowonAmerica/JetAudio website (http://www.jetaudio.com/).
J3 supports AVI, WMV, ASF with DIVX 3/4/5, XVID and WMV at 480x272 res with mp1/2/3 or WMA audio.
If you wanted videos, you should have got a Z2 or D3.
If I had a good pair of IEMs, I'd get another Cowon, but my Super Fi 5 Pros broke so I just get by with the shitty Samsung ones that came with my Epic 4g, and to use a Cowon with shitty IEMs is a complete waste.
I was actually just about to post a thread like this. From my research, it seems like the only decent non-ipod HDD mp3 player in production is the Cowon X7, which has a 160GB capacity and advertised 103 hour battery life. From what I've read, Cowon players have absolutely superb sound quality. The only downsides to the X7 are the large size (perhaps not so good for biking) and the resistive touchscreen. I'm about to get one... I just can't quite decide whether I want to go with the X7 or a J3 (32GB) with an additional 32gb SD card. In terms of HDD players though, you only other option is to find a used or refurbished Zune, which I hear were actually pretty good. Shame they stopped making them.
I have this: http://www.jetaudio.com/products/cowon/X7/
Great if you need large space (160gb), good battery life (80+ hours), the best sound, music focus
Not that great if you need something very small, video playback, working out (has a hdd, not a flash drive)
I'm not sure about playlists, I just random play based on genre usually and I use mediamonkey to manage on the local hdd and then use a sync program to sync to the cowon.
I needed something with a large capacity, good sound and good battery life for music on the bus and at work and this fits that bill. Charge it once a week and listen to it all day during the week.
Cowon D3
If you're looking for audio quality then any of cowon's products is the way to go. They also have amazing battery life (I've had their S9 for two years and it does live up to its 50hrs of music).
This one in particular runs android which is great because you have marketplace access and previously they've had flash-based OS's which sucked.
Anyways, look through that link and tell me you aren't convinced.
EDIT: As for headphones, what scottie0083 said is good advice.
Well, I tend to like Avira because I think it has fewer annoying "plz buy the full version :((" ads like AVG does, and AVG keeps re-fucking-setting my homepage, but Avira doesn't. So, maybe that's worth mentioning.
JetAudio is amazing and a million times better than WinAmp. I think Windows Media Player is perfectly adequate either way for most general uses, though.
That's all I think I have. I don't use a lot of fancy custom apps to spruce my shit up. I just play games and browse Reddit. :(((
Jetaudio (Cowon) provides great support and much more detailed specs than many: http://www.jetaudio.com/products/cowon/j3/tech_specs.html. They are famous for provided extended firmware updates and the DAC and codec quality are outstanding. They support FLAC, ALAC and AAC for instance which I presume any "audiophile" would be concerned about. The default software, if you want to use it, rips to FLAC, OGG and VBR. While COWON support MTP if you have to use it, it also provides much more convenient mass storage support.
If you want it for games, etc then it's probably not your device. If you want to listen to high quality music and / or videos then it's one of the very best options available.
Absolutely nothing. On the cowonamerica website they're all pretty much sorted by age. http://www.jetaudio.com/products/
D3 is pretty much the do it all media player. X7 is more for music and has a big hard drive. J3 and S9 are focused more towards music.
The only thing that's kind of makes sense with Cowon names is Plenue, which means it runs android.
Try JetAudio, it's free and excellent for this kind of thing.
Media Player Classic is great too, but for DVD playback it doesn't have the best interface.