Well, to get the thread back on topic..
Personally, I'd try to find some kind of a portable CD player that is capable of playing mp3s. This is only really a viable option if you have a CD burner. If you have a CD-rw drive, then you have a very cheap and big type of media to store mp3s on. Those flash cards can be kind of pricey, and they typically don't hold nearly as much as a standard CD (650 MB!) Not to mention the fact that it can play normal CDs too.
Of course, there are drawbacks to that as well. CDs can still "skip", and those players are more bulky than normal mp3 players. So if you listen to your music when you're working out or when you're jogging, it probably wouldn't work so well. It isn't a big deal for me since most of my listening is done while I'm in the car or something..