MP3 players come in two basic varieties, grouped by what kind of storage technology they use.

Flash memory players are small, light and relatively cheap -- well under $100 in most cases. But their storage capacity is also quite limited, making them a poor value in terms of dollars per megabyte. They make the most sense if you're looking for something to wear while exercising. You don't need more than 256 megabytes of storage, and 128 may be enough -- it's good for two hours of listening, which is much more time than most people are likely to spend working out.

Handheld organizers with digital-music software offer a less sturdy option for listening to music on the go -- but I'm getting ahead of myself.

For extended listening, you'll do better with an MP3 player that uses a miniature hard drive. The Apple iPod is by far the best-known example of the genre, but it has plenty of competition. Most players of this type offer 10 gigabytes or more of storage, enough to allow a week of uninterrupted listening. Many can also double as external hard drives. But to load this much data in an acceptable time, you need a USB 2.0 or FireWire connection from your laptop or desktop computer.

Extras to consider in this category: calendar and address-book software (included on the iPod), built-in recording ability, and a short-range FM transmitter to let you listen to your music through your stereo's good speakers.

If you've become a regular customer at any of the new crop of online music stores, consider formats: Only the iPod can play tracks bought at Apple's iTunes Music Store, but only newer Windows Media Audio-compatible players support the format used by Musicmatch and Napster.