Get as much space as possible which offers a good battery life (around 20 hours if possible). I went with iPods, however, I have read that they have pretty crappy audio quality (though I havnt noticed a difference between my 60gb iPod and my friends Zen Micro).

I find that having the space for all my music is quite a plus, occasionally I hear a song which I used to like years ago, then I go through my iPod to listen to it, it's great xD