I ran across an alternative to the Pelican cases at a local electronics distibutor/surplus place. They are a less expensive version of the same concept as the Pelicans, with o-ring seals (but no screw-type purge valve).
The Serpac R300 is sized just right to take the player along with the power brick (see attached photos). The standard pick & pluck foam works out well around the sides, but leaves a bit too deep a cavity. I cut a piece of 7/16" closed-cell foam sheet to go under the player & that makes it a nice snug fit. For around $25 it seems like a heck of a deal. They're available in Black, Gunmetal Grey, Yellow and Orange.
Serpac has a distibutor list on their site - I ordered the grey one from Mouser, but it looks like they've only got black & orange in stock currently. Do a search for 635-R-300 on their site to find them.