Sandisk Sansa Clip, I have one and it has survived a 10 meter drop, a pen ink explosion and much more;
It's great for using while bocking. Oh and its known produce some of the best sound quality in the sub-£200 market, and is known as genreally being an amazing player. You can pick an 8gb one for about £50, but you could get one of the smaller memory models and expand it with a SDHC card if need be.
Oh and it's about the size of a small matchbox, and with it's clip you certainly won't drop it.