I work for a wholesale company and we deal with thousands of mp3 players a day going in and out of the warehouse, and believe me the most popular mp3 players are the Samsung YEPP mp3 players. Look out for them, they have a really nice a small one, good quality, and long lasting battery....
Samsung Yepp YP-T5V
Don't be fooled by this picture... the unit is the size of a AAA battery, give or take a few cm's..
Took one out of our warehouse and took a picture for actual size purposes for you
it's also 256MB, FM, Voice Recorder