I've used the Zen Vision 30 gigz (bought it a month before the 60 one came out, shucks!). It owns the flimsy toy known as the iPod!
It supports everything the iPod does. It also has its equivalent of podcast... Zencast. I dropped the iPod mini once and the screen just gave up. Also have dropped the Zen a few times and its dead strong.
Don't just think about songs. Remember nowadays its a good idea to copy out a movie when you go out. You can watch it whenever you end up having nothing to do outside.
Although I'm increasingly just using my phone these days for regular stuff. Got a 1GB sd card (mini) for my phone and it plays videos and songs just fine. I mostly have copied all sorts of Aatish multimedia and the phones a good way to distribute it to people you meet on the fly.
So phones are a good bet these days too. Sony Ericssons are the best with this kind of stuff, although I'm not uptodate with the phone market and it keeps changing so fast. The W series in particular of SEs are something you should check out.
Check out things like battery life (ideally it should last you 1.5 days with slightly above regular use). Check out for known issues where the battery might go bad. Check out issues with the screen. What kind of headphones you get, the way it connects to the PC (not all are plug n play and require some CD), you might want radio. And memory cards are always good (hard disks are even better).