I have an MP3 Jukebox which holds so much more than a regular MP3 player. They are most expensive but I LOVE mine and couldn't live without it. OK, well I really could live without it but I wouldn't want to.
I have a 20 GB Rio Riot. I paid around $300 for it last summer. It will hold somewhere in the neighborhood of 4000 songs at a pretty good quality. If you record them at FM radio quality you can get 10,000 songs on it. It has an easy to navigate menu system that lets you select songs by genre, artist, album and song. It also has a great feature called Rio DJ that creates random mixes of the music on your player. You can set it for 15 minutes up to 8 hours and it is like listening to a radio station that only plays songs you like without all the annoying chatter and ads.