The Sansa Clip 2GB MP3 Player is great for those who are on the go and do not have a belt to clip a traditional mp3 player to.  It clips on to just about anything, and it has enough room for me to load it up with all my CD's/MP3's as well as having room to record and load it up with sermons to listen to.  I use it while I excercise and it has not come unclipped once.