I have a RioVolt MP3/WMA/CD player and I must say it works good. I have nothing to compare it with but for the price ($120) you can't go wrong with this. It's a good discman and MP3cdplayer. I don't like normal MP3players with memory built in because I think, okay they are small, but you can only have as many MP3's as there's space in the memory, then you have to find a PC and upload them. With a MP3-CD player you can put all of your MP3's on a couple CD's, and have them all while the only thing you need to do is to change CD's.
But some 'normal' mp3 players with built in memory have the option to slide in a SMC. Mine can take standard 3.3v SMC's so I ccould carry around a few of those, ok they are expensive but it's still pretty sweet.