Other: Sandisk Sansa e250 [http://www.tigerdirect.ca/applications/SearchTools/item-details.asp?EdpNo=3402958]. 2 gigs, but you can get them in 2/4/or 8 gig variants, and they all have FM tuners (take that iPod!).
At the time I couldn't argue with the price: Last year about this time I payed $30 CAD including shipping. I got a 2 gig SD Micro and wouldn't switch to any other player I've seen.
The screen is nice and vibrant, I love the default firmware, but it's also compatible with Rockbox [http://www.rockbox.org/] (for you iPod lovers). Only problem is some people apparently get lemons, but everyone I know who has one loves the little thing.
EDIT: Before that I used a:
- PSP with a 4 gig memory stick
- before that was an MPIO FL100 (worst MP3 player I've ever had the displeasure of holding in my hands)
- and way back in like grade 7 I had an MP3 player called a VaroMan [http://img.alibaba.com/photo/10086857/VaroMan.jpg]. 32 megs of internal memory, and a 32 meg Smart Media [http://upload.wikimedia.org/wikipedia/commons/thumb/a/ab/Smartmedia_card_closeup.jpg/800px-Smartmedia_card_closeup.jpg] card

.