I've seen with a fair amount of portable players, that you can download various firmwares to play ogg. I just ripped a CD to Vorbis, sounds the same as mp3. Although my speakers and onboard sound i am using is probably not the best...
Not sure why more portable audio players dont support ogg, its open source. Just about every mp3 player now comes with a CD, they could include a CD to Vorbis ripper...