It's best to always use the belt clip. The Shuffle is easy to misplace, but if you keep it clipped onto something constantly, you'll be less likely to lose it.
With the Shuffle, Apple includes a tiny syncing cradle for transferring tunes from the computer. It's cute, but we miss the first-generation Shuffle's built-in USB interface.
Just like a Micro Machine, the iPod Shuffle could easily be concealed in your closed fist. Don't let small children play with it; this player's definitely a choking hazard.
The Shuffle is plenty thin, but the built-in belt clip adds some girth. Two switches are housed on the bottom of the device: a power button and a shuffle/repeat key.