Hi,
I use the IPod Shuffle which last for longer than I have ever needed in one session - over 2 1/2 hrs up to now. Come to think of it, I've done more than double this time in total over a week without recharging the IPod, so I see this as a great device. The Shuffle is small (about a third of the size of a credit card, but slightly thicker) with no screen, basic in use, but has a handy clip on its back - I click the Shuffle onto my shorts and feed the earplugs up through my t-shirt - you hardly notice you are wearing the thing.
Its easy to use, just connect it to its docking station which is plugged into a PC or Mac by USB, then use the Apple software to drag and drop 'your' music into the Shuffle. I use the 1GB one, which I find ample. I think they are approx £50 brand new, but without doubt, you'll get one cheaper online, or secondhand. (plus, its rechargeable, so no extra batteries required)
Hope this is of some help.