I don't think I've ever mentioned how much I love my iAudio U2 player. It works like a 1G usb stick, so it is Windows, Mac, and Linux compatible. It plays mp3's and ogg files which is neat, I think I like ogg better. It also has a microphone and a line-in jack for recording.
This is much better than an ipod shuffle but it doesn't quite look as cool as an ipod mini :)