Moonlight

@GeneralDirection - I have a Sony MP3 Player that's pretty good...they don't go that big GB's though. >.> Lasted for at least 3 years, I think, still works, but there's a crack in the screen.

Unless memory is an EXTREME issue, you could do what I do: Download all the albums/songs and store them in a folder. Transfer the music you're listening to currently to your MP3 device and once you get tired of that, delete it and replace it with something else. It can be tedious and requires a hefty amount of memory on your PC (for me at least)

That's what I usually do, but I still run out of space pretty easily. Not to mention that when I'm listening to my MP3, there's always that one song I want to listen to that's not on the mp3 at that time...it can get rather annoying.