THIS is what you want. Unfortunately, they don’t make them any more and I wouldn’t take the risk buying this one; the guy right up and says it doesn’t work. It’s a bit on the large side, too, which isn’t good. But, I had one back when they did make them (2003), and it only broke down this year. If I had $30 to throw away right now I’d probably buy this one anyway, in hopes that I could make mine work again. The only thing is that it did require its own software program to use it, but the built-in FM transmitter was awesome.
If you can live without the shuffle option, THIS is a good low-cost option; I got mine for $10 at a thrift shop. The up side is that it uses any USB flash drive or SD card you probably already have. The down side is that it only works in the car, and of course that it doesn’t have a shuffle option (that I’ve managed to find at least). The sound quality is excellent in my car at least, and it can be set to any channel on the whole range of FM radio. It also has a standard headphone jack, so you can plug in any other mp3 player you might have; the downside to this, I’ve found, is that the bass in an mp3 player designed for headphones is sorely lacking, and therefore you won’t get much (if any) bass when listening to your player through it in the car.
I currently use THIS as my portable MP3 player for non-car use. Up side is that it works exactly like an external drive, in that you just plug it into your computer’s USB port and it auto-detects, so you can just drag and drop your files into it, or plug in a micro-SD chip with your music on it. It also has the ability to play .avi files; the small screen is juuuuust big enough to make watching them worth the bother since I don’t have a tablet or anything. The only problem is that most of the video files I… obtain… from the internet aren’t in the proper format; however, a few minutes with a converter program solves that problem. Like I mentioned above, the bass is pitiful when plugged into the FM transmitter, or I’d use its shuffle option more on car trips. It’s also got a built in video camera but frankly the quality sucks, so I don’t use it for that.
I haven’t been able to find any MP3 players with built-in FM transmitters, like the Neuros had. There are plenty of options to transmit FM from a player through the headphone jack, such as THIS or THIS or even THIS one, specifically for iPods, but I haven’t tried any of them. I suspect that you’d have much the same bass issue, however, but again that’s pure speculation. You may find they’re just what you’re looking for.
Good luck!
PS: Not a shill for Ebay, it’s just an easy way to show you what I’m talking about without having to track down each product’s website individually.