Denise,
I'm using an i-shuffle at the moment and it's great. Loads of music and it jumbles it up so you never know what is coming next. Have had two other MP3 players before and have always gone for the cheapest for use when running so I don't worry about damaging it with sweat/rain/mud/falling over. I'd just go for something small and simple, you need something you can tuck away easily and something that is really easy to use when you are on the move, if you've got too many functions to mess around with you'll only end up running into a lamppost. Cheap really is good.