I'd definitely recommend an iPod as a first portable MP3 player. I've had mine for a little over two years and it's still going strong, haven't had any trouble with it at all. File transfer is more or less painless, and since it archives playlists on your computer, you don't need to worry much about losing your files.

And as an added bonus, if you also have a Wii, you may wake up one morning to find little white, glossy, electronic babies.