Some headphones can keep external noise from interfering with your music. Noise-canceling models work by electronically negating external sound, while sound-isolating headphones form a seal around the ear canal to stop other audio from getting in. Both types are great for planes or other boisterous environments, but we wouldn't recommend them for biking through city streets or any other activity that requires awareness of your surroundings.

Scour product reviews and manufacturer Web sites to determine whether any optional add-ons are available. Examples include in-line remote controls, jogging kits, deluxe carrying cases, flash memory adapters, FM transmitters, flash memory, docking stations, USB/FireWire kits, extra rechargeable batteries, car adapters, and more. Just because these extras are optional doesn't mean they won't enhance your enjoyment of the device.

How about using an MP3 player in your car? As far as cassette adapters go, they work with anything that has a mini headphone jack, so there are no compatibility issues. Yet you have to be really careful with power adapters for both car cigarette lighters and wall plugs. Use only those provided by the manufacturer; even if the plug physically fits, you still need to confirm the adapter's polarity, voltage, and amperage. While amperage can usually be 20 percent less or up to 100 percent more than what's needed by the player, polarity and voltage must be identical to the unit's requirements. If you're unsure about these factors, skip the bargains and buy the power adapter sold by the manufacturer--you'll avoid frying your player.

Most hard drive-based players come with non-removable Lithium-ion batteries, which typically last two to four years. Many manufacturers have some sort of return/repair plan, so check the warranty policy before you buy.

Flash and MP3 CD players are split between those using AA or AAA batteries and those with an internal rechargeable cell. Since flash players need to be synced more often and it's easy to recharge as you sync, flash players with rechargeable batteries are usually preferable. Generally speaking, the larger the player, the longer the battery life, but this isn't always the case, so be sure to read the battery-test results in our reviews before you pull out your wallet.