I've got an iRiver T10. I use it to play OGGs, MP3s and listen to the radio. Runs (runs for a long time) on AA batteries. Don't remember the cost, but it was at the bottom end of the range. Mounts as a flash drive when plugged into USB.
It's only got 512MB of storage. I plug it in every week or so and run a little script to fill it up with random tracks. I'd need more than 20GB to store all my music and I really don't need it all when I'm commuting :)