I can't believe nobody has mentioned the AudioTron yet. I would have to say this is my favorite of my mp3 devices. Uses ethernet or hpna to access shared mp3s on a lan. It is an audio component that has optical and rca outs. Beats the pants off of having several 400 disc changers. In fact, my cd player has seen little use since I got it about a year ago. More Info

As for portable mp3 players I've had this upgrade path
Rio PMP 300 -> Rave MP2000 -> Nomad II -> Nomad Jukebox 6GB (now 30GB).

Mobile MP3 is the RioCar 10GB (Soon to be upgraded to 40GB).

As a side note, I saw that BestBuy had the Dell/Rio Digital Audio Player on clearance for $150.