Your terms are very, very broad. We're going to need some definers here - what's your budget, how much music do you hold, do you want extra features (video, built-in mic, subscription music, etc etc etc), do you want your player to be small, look good, or be functional, do you care much about your sound quality, and so on and on...
As of now, my recommendation would be to get a Creative Zen Vision:M.