depends on your budget and needs.
if you need something less than 1 gig, i think those sensa's or even the rio forge that has expandable SD slots are nice.
if you need more than 1 gig, the ipod nano is the best flash-based player, bar none.
i think the biggest flash player is the 4gig ipod nano. correct me if im wrong
as for the best HD-based player, if you need less than 20 gigs, the creative zen micro are cheap.
if you want more than or 20 gigs, there are many to choose from: ipod is fool-proof, iriver sounds the best according to other people (and have custom EQ), and creative... i don't like creative that much.
flash-based players:
pro- light weight, long battery life, some lets you use AAA, and shock-proof
con- smaller memory size, not many are rechargable, cheaper ones are not very customizable, smaller display
HD-based:
pro- large storage size, most are rechargable, 4-6 gig HD-based players are cheaper than its flash-based counterparts, larger, some color display
con- large physical size, does not let you use AA/AAA. not shock-proof
that pretty much sums it up.