The Personal Jukebox (aka PJB-100) is a portable MP3 player that has a built in 4.86GB hard disk so that you don't have to fiddle around with those lame 64MB flash cards.
The only downside is the price, $799, but I can tell you it rocks if you're into MP3 music. Go check out their site at http://www.pjbox.com/
It is very easy to use. The music is divided into three categories - Set -> Disc -> Track. One set has many discs and one disc has many tracks. This way it's easy to categorize the stuff you upload. You can't create more levels into the directory hierarchy, this so that the machine wouldn't get too hard to use for computer-illiterate users.
The files themselves are uploaded via the USB bus, could be faster in my opinion, but beats the parallel port's speeds hands down. 4,8GB takes long to upload, mind you!
You can upload files already found on your hard disk or simply encode CDs on the fly. The supplied software does this for you - just insert your disc, select the tracks you want and the software encodes the audio straight to the PJB's disk.
Compaq (the original creator of the device) has recently GPLed the computer side software so now anyone can write their own support software for any platform. The firmware is left proprietary, though.
Read more on this at http://slashdot.org/article.pl?sid=00/05/01/104223&mode=thread
Update: Nowadays there are larger disks available, and there's a backlight version!
Also, the firmware has had some additions - you can now browse the contents while you're playing a track and there's two games, Minesweeper and Sokoban