I started looking at players that accept other flash memory formats. While checking out CompactFlash-based players, I discovered the Creative Labs MuVo2 has a built-in 4GB CompactFlash-style microdrive. I could pull that out and stuff it in my Olympus E-10 camera and go all day without ever worrying about running out of space, or I could actually leave it in the player if I found it met my needs.
Going price on eBay for a new overstock MuVo2 is $139. I grabbed one. It should arrive early next week. Whee.