Most of what you get from iTunes is copy-protected AAC files which cannot be played on the average MP3 player, which handles WAV, WMA, WMA DRM, and MP3 files. Thus, aside from the occasional exception, you're limited to choosing between the iPod models if you wish to continue using iTunes. Also note that circumventing copy protection is illegal in the US and most other countries, thus preventing you from converting the music into a format supported by your MP3 player.
Hope this helps,
I already use iTunes and am thinking of getting an mp3 player. If I use iTunes does that mean that I have to use an iPod or can I use any mp3 player?