Hey Spudman,
I have a HP PDA with WIndows Mobile and it takes 16GB micro-SD cards.
It needs a special type of plug for headphones so I never use it for media playing. More for car navigation/GSM (tomtom), email, surfing etc.
I have also used a Nokia 5800Xtreme music which had 16 gigs and it was a nice media player too, but I grow weary of changing the media all the time so I have a 160GB iPod for music use. That has enough space so you don't need to listen to same songs over and over again. I also have a 40G version in the car but that's getting a bit small.
I don't like having one device to do everything. Sometimes it gets a bit much though when we're going somewhere with the wife though.
I carry my PDA plus another phone with the same number (I don't want to take the PDA out on the lake etc.) plus my business laptop (mainly for television on the road), plus my iPod plus the car iPod plus their battery dock for listening, and she carries her business phone and a Samsung NC10 mini laptop for surfing (it has an internal 4 gig 3G connection while mine has just 512kb/s connection)...so we have a lot of electronics on us at all times...