Well, in a way, I kind of hate saying this, however, you really need to opt for the ipod.
Before I had one, I used a generic MP3 player (not a cheap one either), I had to download special software for it in order that it worked on a pc 'the drivers of which a few years later vanished' and to be fair, it was okish, not great, not bad, just ok.
I then got an ipod. You feel you have stepped up a class straight away. Once you get used to the ipod (or ipod video classic 80gb, which is what I now have) you wonder how you ever lived without it. You will get a cd with the ipod, which will have itunes on it. itunes is software that enables you to put tunes onto your ipod, view what you have on it, and also a section for buying tunes and videos/films.
Another thing to remember, in your car, you may have a cd player. Well, with an ipod, kiss that goodbye, you will never need to use the cd again. Load up your fave tunes/albums on your ipod, then buy a car transmitter, I got my from a garage for £7. It is a small box that plugs into your ipod, it then transmits the signal to your car radio, thus allowing you to listen to your ipod through your car's speakers.
Other gadgets are available for the ipod, such as stand alone speakers for you to have in your home, or office. You will find lots of add ons for the ipod.
So, whilst I may sound like I am selling ipods, I am not, I am just someone who got one, and think there great! There is no other option in MP3 players.