I too have a Creative Zen before this. I loved it to death and brought it everywhere I went. It even does video and runs three days before the battery dies. It's not as thin or elegant as an iPod, but then, it actually had a tiny hard disk in it.
However, if you'd like something less mainstream, look into Archos or iRiver. They also make MP3 players. Both may be better as well since they support the OGG Vorbis audio format which Creative and Apple doesn't.
And if you own a cellphone that accepts memory cards, chances are there's already MP3 playback built in. Just couple a high capacity memory card and a bluetooth headset to it and off you go!
I'm sure Apple people will say 'but you can't fit all of your songs on it!', great. I don't need or want to carry 500 records everywhere go, no one does.
OT, but well, believe it or not, my entire music collection weighs in at only 3.3GB. Then again, I only have enough CDs to fill up one drawer and a small box, since I'm the type who likes buying CDs and them ripping them myself. I have very few downloaded music, I only download because the songs I'm after are not sold in stores anymore or is only available online.