Strapya has another little winner on their hands in the form of a tiny MP3 player. This little guy has no internal storage, but if you use SD Cards then you can play up to 4gb. (I think that's the biggest Mini SD card size at the moment.) It's really reasonably priced too, at 14.99. That doesn't include and cards though. However, it is USB chargeable so you don't have to lug around batteries and worry about changing them anymore. It comes in pink, grey and white. Currently out of stock, you can have them e-mail you when it comes back into stock.
Did I mention you can attach a strap to it and hook it to your keitai? Kawaii!