The first thing you need to do is to find out what your usage patterns are out of this device. Can you afford an expensive mp3 player, or do you want a cheaper one? You will use it while driving to and from work, working around the house or while exercising?
It needs to play video files and to show pictures as well? Perhaps, you need it to have a FM radio tuner or digital voice-recording features.
There are two types of mp3 players: flash mp3 players and hard drive mp3 players.
The advantage of flash mp3 players is that they have no moving parts (they have an embedded memory chip) and are ideal to use while running or exercising. Another advantage is that they are cheaper than hard disk mp3 players.
Also, as long as the memory does not get corrupted, they will never crash. The disadvantage is that flash mp3 players have relatively low memory, but on the other hand they can be upgraded by choosing a larger memory card.
As new models of mp3 players appear all the time, older ones are available at cheaper prices, even for the hard drive mp3 players.
However, research before you buy. Never purchase a gadget on impulse.