You don't say

I doubt many modern ones use batteries; mine doesn't - it charges up by plugging it into a USB port. I would think quite a lot charge up like that?
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No need. You can get MP3 players that use SDCards so you can just copy the music you want onto a series of cards and then just swap them over to load more music. And with SDCards now being so cheap (£3-7 for 1GB) it is quite a good solution if you want a small MP3 player that has no moving parts, so you won't be so worried about dropping it, and no moving parts mean much longer battery life.

Exactly, and with 60GB+ HD based MP3 players you can fit a lot of albums on them and not ever need to worry about never having something to listen to.

Nope, I don't know of any HD based MP3 players where the HD is removable. They all use custom software with custom formatted HDs so swapping them over wouldn't be straight forward. With some it is possible as much like most products fans have hacked and experimented with them to make it possible, but obviously it voids any warranty.

As for Radios, it depends on the MP3 player. Many do, many don't. You just need to show around and find one that does if you would like radio built in. And many that do have it allow direct recording from radio to the storage (HD/memory).

Regarding batteries, again some have removable batteries, and others don't. This has always been a complaint of iPods because they all have fixed batteries that can only be replaced at the factory so cost the owner money to have it done. Some smaller flash ram MP3 players are powered from a single AA or AAA battery so it is easy to replace it if you run out of power whilst out. But most are rechargeable and are similar to mobile phone batteries. They all last at least a few hours between charges so you don't need to worry about batteries going flat. And they either recharge from a charger or docking station or via the usb port of your PC. Not really an issue.
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Checks Stephen for a fever....
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The tape one is better than the CD one though because it has an FM/AM radio and fits in my pocket quite well, niether of which the cd player do.
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Or you could just buy a AM/FM transmitter...which are extremely small??
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[Pedantic] They still use a battery, just not removable ones[/pedantic]

I've got two oldish MP3 players, a fantastic but brick sized 60GB Creative Zen Xtra (from the days when my PC had a smaller HDD) and a 1st Gen 512MB Apple iPod Shuffle (which IIRC came free with an insurance quote or something - wouldn't have been my choice).

If I'm going for a long journey in the car I'll take the brick, but out-and-about the lightness and size of the shuffle usually gets the nod.

My mobile phone is also marketed as a music model, but it has a stupid 2.5mm jack which needs an adaptor to get regular 3.5mm and it eats the battery up super quick, so is rarely used. Shame, because at 2GB, it's 4 times the size of the iPod, and in my pocket already.
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I don't have an mp3 player, but use my mobile as mp3 player, the sony ericson k770i with 4GB. Works pretty good, and I don't need to take along 2 different devices.
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My current phone also has an mp3 player which is pretty good, and as the phone uses mini SD cards extra storage isn't a problem. But the problem is that you have to use the supplied headphones as the socket is the proprietary one on the phone that is used to connect everything from the USB cable, to the charger to the headphones. It is unique to the phone make and so I can't use standard headphones with it which is annoying. And the supplied ones don't have very good bass.
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I've got an iPod colour. I got it cheap off eBay (brand new too) about 2 1/2 years ago. Otherwise I was looking at the Zen touch at the time. The headphones it came with are totally shit but the rest of it works very well indeed.

Although it doesn't have that many functions as the cost of a simple design, it is really easy to use. iTunes doesn't reall bother me, it's essentially just drag and drop but with an iTunes window instead of explorer. Getting songs off the iPod isn't so easy as it stores them in a number of oddly named folders, but this isn't too much of an issue as the music would've been on my computer already.

I have it with me every work day, although I don't always listen to it. Sometimes on the train, bus and tube you need to just have some tunes. Also helps gee me along a bit if I'm walking to the station.
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You can replace the HDD on the Zen Xtra - it simply offers to format the new drive on first bootup.
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