I went with one from these guys a few years ago specifically for the AA batteries and CF card.
AA's are easy to find the world over, and not really a pain to drag a few with you on the flight. I keep a collection of NiMh batteries at home, anyway.
The battery life is much enhanced when using a straight CF card instead of the Microdrive- and they're dirt cheap these days, too.
If I were to do it today, I'd get the bare player and a couple gig or half-gig CF cards.
It's no iPod, but not bad. At the time, a microdrive cost as much as the mp3 player, so it was like buying a microdrive and getting the player for free.
Hmm- their 'Lucking Fovely' Flash site doesn't seem to be working properly. Nevertheless you can google for NexBlack and read about the newest version of the AA/CF player.