first off, you will want a flash drive vs hard drive player.
some good options:
1) Sansa Sandick M seriers (M230, M240, M250 etc)
2) Creative Labs Zen Nano Plus
3) iAudio U2
I am sure there are others, but this is a good starting list to look into in my opinion
Recently, I've been working out more (training for football) and I'd like a nice sports or fitness style MP3 player to use at the gym. Any suggestions?

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic