Um, I can't help you with the price situation because well i am too lazy to find out how much mp3 players cost in England (as you can tell I am not British). But regarding your file transfer, it depends on the kind of mp3 player you get. Some are drag and drop mp3 players, they don't necessarily need extra programs, you can always simply transfer your downloaded songs to your player by just placing the file in the compartment (dunno if I should be using that word for computers) or you just click your mouse a couple of times to transfer. I would recommend that you use more simpler mp3 players. Also, if you can provide a minimum amount of storage that you want then I might be able to help out more.
I know that ipod shuffles etc are the later gadget, but i dont have much money to pay (