I also have a iPod Shuffle 5th gen, but don't like it as well as the older ones because it won't automatically go from one podcast to the next, and you can't delete from the player.
For some odd reason, my wife decided I needed another player, and so got me a iPad Nano for Christmas. It's a good device, but still suffers from being unable to delete played items. However, the radio is nice sometimes.
I have an older Insignia 2 gig player from Best Buy that I use just as a backup. As with many older players, there is no bookmark feature. If you're halfway through something and then plug it in to charge the device, it won't pick up playing where you left off. How annoying is THAT?
I also have an iPod Touch, which is a wonderful device that I use for everything except an MP3 player--its designed function.
There are also a couple other players laying around that I never use, and are so bad they're not worth mentioning.