I have a Sansa 230 mp3 player I got at Best Buy 2 or 3 years ago just for that purpose. It's only 500MB, but that's all I need for a workout player. Plenty of workout songs on it. Probably 2.5" x 1" - not big at all. Built in FM radio, especially handy at the gym to watch and listen to the wall tvs they have. It's not flashy or anything - you can listen by artist, album, or all. You
can't transfer individual playlists to it, however. Not a problem for me though since i just have workout/running songs on it. It does have shuffle function on it though, thank god. Simple velcro armband, really light, worth what I paid for it.
here's a look:
Sandisk Sansa m230 512MB MP3 Player Blue with FM Tuner