I buy pc parts from newegg.com and been very happy with them. I found a MP3 player with AAA battery.

jwin uses AAA battery. If you decide to get this, please use a rechargable AAA NiMH battery instead of mercury based or other alkaline battery.

it's got good review and price is right. $26.00 with shipping. It's the only one I could find that uses regular batteries.