I have a cheap 1GB Creative Zen that I use just for sermons and listening to the Bible (free one I downloaded of ASV New Testament and KJV Old Testament). It is small and I bring it to school to listen to during downtime (I;m a high school student).
I also have a Nokia N800 Internet Tablet that I use to podcast sermons and podcasts using GPodder (including from SermonAudio!) as well as music and a host of other things.