I have various MP3 players. For running, I use my Creative MUVO. It's an older one, 128MB no FM tuner. It's a flash drive so there's no special software required, just drag and drop your tracks and treat it like a disk drive. VERY easy and simple. I've seem them down to about $50. 1 AAA battery.
The Shuffle and new Muvo's w/ FM are nice. I like mine because I use it at work to transfer large files (Powerpoint, PDF's, etc) between computers and to bring to customers when my email server can't take large attachments.