I have a Sansa Clip  +. It's the 8gb version and I added a 16GB micro SDHC card to it so it's now 24GB. It's tiny, cheap and just shows up on your computer like a flashdrive. You simply drag  the files or folders into either the internal memory or the SD card (they both get a separate drive letter).
If you don't care about fancy screens this is a great MP3 player.
Of course I'm assuming this won't help if you have a Zunepass or have DRMed music. I don't know for sure because I've never used DRMed audio files before.