Is your music player just too thick for you? This is the world's slimmest player and is only 4.5mm thick. It has a built-in radio and allows playback of MP4, MP3, WMA, ASF and WAV files. It can also record from the radio.
The player has 4 GB of storage, which is plenty for most people. The design is pretty simple, yet efficient. It's not extremely well branded or comes from a very hip brand, but it'll do the job if thinness is what you are looking for.
The World's Thinnest MP4 Player is available from the Component Warehouse website for about $90.