I find that having a CD-MP3 player with a selection of MP3 CDs is a decent way of doing it. Battery life is great at ~200 hours and you still get a decent selection of albums on a 700MB CD/rewritable.
I guess really it depends if you're an album person or a track person (I'm the former). If you want really random tracks then a CD is limiting 'cos even pseudo-random 700MB compilations get old fast.
Problem is that my music collection would be limited with a 40GB iPod. Or an 80. Or a 100. Or a 200. Or a ..
