Apple iPod Shuffle 2011 (2GB, silver)

Pros: Very small
Easy to use even without a screen
Good color choices
Clips on to clothes, bag straps, etc.
VoiceOver is really good. Press it once to hear the song you're playing. Press it twice to hear the battery. Hold it to hear playlists
Not expensive

Cons: When you press down the one side of the clip to put it on something you are likely to press the "Back" button, so I recommend holding down the play button until you hear a click through your headphones before clipping it on. This puts on buttonlock.

Summary: Very good, small player, and much better than the 3g shuffle and better, probably, than the 6g nano.