I got a 1GB Sana Express MP3 player. It is great. It has 1GB onboard memory, and I added another GB for $15 with a MicroSD memory card. It also has an FM tuner, which is very nice.
Small, rechargeable and it works great with both Windows XP and Vista.
I used to resample my songs to a lower bitrate to fit more, but I don't have to with all of that space.