I have an iRiver and have found that i cannot really stand to seriously listen to music and so it gets used mostly for podcasts. I do find it convenient to listen to newly acquired music passively during workouts for familiarity. I guess I've got to think about better headphones like Matt8268 suggests - I did buy some better Sennheiser PXC-150 headphones, but there is likely a lot better to get.
The iPod and the Audiophile
Here is a good article I ran into today on extremetech about digital media and the Audiophile. I thought I would share.
http://www.extremetech.com/print_article2/0,1217,a=171815,00.asp
http://www.extremetech.com/print_article2/0,1217,a=171815,00.asp