If subscription music was a drug, I'd be one of its biggest pushers. I'm a huge proponent of paying a flat monthly fee in order to enjoy all the music I want at any time (and in any order...without commercials). It's even better if you can take as much of it as possible with you anywhere on an MP3 player. A handful of services and devices offer this option.
You can pair Zune Marketplace with the Zune player, or choose from a seemingly endless array of other non-iPod MP3 players and sync up with Napster To Go or Rhapsody To Go. Of course, the best devices are going to be the ones gussied up with onboard software specifically made to work with a particular service.
If it's Rhapsody you're interested in, you're going to want a player with DNA, and you can choose from six of them by following the link below.