I just use a 2GB SanDisk and absolutely love it. It's small, holds a great amount of songs and was definitely affordable! The clip works great and I've never had it fall off while running. Between my husband and I we have tried 4 different headphone styles and everything worked well.
I just got an LG Chocolate 3, yeah it's a phone, but it is also a killer MP3 player, and I don't have to worry about carrying a phone and a player. It has 1GB internal memory, expandable to 4GB with micro SD card, an FM transmitter for playing in your car, and a full size headphone jack. It is way better than the previous Chocolate phones and has a useful scroll dial on the front similar to ipods. All in all I love it and it was on sale with my "new every two" plan from verizon. I have a nano and hated it, so it sits on a shelf. I go running with my Chocolate 3 and it is nice and loud so I don't even use my headphones, just let the stereo speakers play, doesn't even effect the battery, but I get funny looks from the Amish folks when I pass a buggy! Maybe its the short shorts, who knows!
I believe it really comesdown to to two things. Preference and price. If you are looking for just music to run with a MP3 player is fine. Phones that are music players work, but I have a Blackberry that goes off constantly with calls, text and emails. The last thing I want around me is that phone while I am running. I prefer an Ipod, but thats just me and here are a couple reasons. One: the music qaulity is great. Two: you can load pictures, videos, movies and games that you can use other times like trips, flights and so on. I am sure that people have had issues with their IPods, and I know that there are issues with the Zune. I have bought more expensive MP3 players for my kids and they froze up or broke very quicky and the Ipod have held up. So, I guess if I was looking for something just for running an inexpensive MP3 player is the way to go. Good Luck. Happy shopping.
Sorry, I have to run.......
I use a Sony Sport Mp3 Walkman
It's now a couple of years old but it holds 2 Gigs, it's very small/sleek and light.
No screen dispaly to speak of, but that comes with the sleek sport style
It has a shuffel mode by simply shakinmg it, it will play songs random/shuffel
It comes with an arm ban
It uses a Software called SonicStage which I don't think any other non-Sony MP3 player uses - the Sony Store it linked to is defunct but has no effect on the player
I personally use 2 options. I have a creative Zen microphoto, and the G1 google phone. I love the microphoto for easeof use and the solid state drive. I've had 2, the first of which I abused to the point of death (15+ hard concrete impacts before the headphone jack started going), and my second one is still going strong. Lately I've switched over to the google phone, because it uses the gps to track my runs. I like the tracking capabilities with the phone, since I can save all my routes and times (not bad for a free application). I've also used the Zen V, which is nice, but doesn't have the same ease of use as the micro. Good luck finding something you like!
I have to agree with one of the posting. I use my Zen Stone by Creative and just love it. The Zen Stone have two models Zen Stone and Zen Stone Plus. I have the Zen Stone Plus and it is a little bit thicker then the Ipod Shuffle with the Clip. But the Zen Stone Plus has a radio and Stop Watch. I love those functions. I got mine at Fry's about 3 months ago and it was about 19.99 on sale. They still carry them at Fry's and you even can get them on Ebay. I just love the functions and the size.
I have the Sanza Clip 2GB and it works great. The headphones are a bit on the cheap side, but I replaced them with some that worked better for running. I figured that I would get the cheapest MP3 player I could get since it would be abused while running. I like it better than the iPod Shuffle because it has a display and is smaller than the Nano. It plugs in and is seen by your computer as a drive, so loading it with music is easy and doesn't require any software. It also has an FM radio which is helpful at times.
This may be too late, but I had a 2 gig Zen Stone for over a year with no problems with running or biking several times a week. I bought an arm band for it, and was happy with my purchase, until I lost it. I replaced it with an 8 gig Sansa Clip which I prefer over the Zen Stone. Mostly because of the clip. I have no need for an armband. The clip works great. I liked the ability to organize songs in a folder with the Zen Stone. You could drag and drop songs into folders and that would be the order they played. The Clip organizes the songs usings some sort of MP3 tag that I can't seem to figure out, but it's hard to beat for its price and size. You really can't go wrong with either one, but I'd buy the Clip again for its size and because I can clip it on my wasteband and never know its their.
I admit, I'm an ipod user now, but before I used a Sandisk Sansa. The one feature I liked better than the ipod is the fact that it took batteries. I always carried spares in my gym bag incase the battery died. With the ipod, I'm SOL until I can recharge it. The pro for the ipod is I'm a big Playlist creator and I had a tougher time adding playlists to my Sansa. I'm sure that feature has improved over time though.
IMO, any cheap flash based mp3 player under $50 works fine for running. It doesn't even have to be a name brand player... no-name $30 units like GPX, Memorex and Coby work great as "disposable" workout mp3 players. Personally I use an old 4GB Sandisk Sansa m280 that I bought as a refurb. It runs on batteries and has taken all kinds of abuse... sweat rain, dog drool, muck, and like 1,000,000 drops on asphalt. I'd carry an expensive mp3 player or cell phone on a workout. I'd be so paranoid about damaging it, that I'd forget to enjoy my run!