Apple, I own a Nano with no problems, gotta use itunes OR buy aftermarket software though.
Sony, great battery life, great build quality, uses Sony proprietary compression (Sony will NEVER forget about losing the video battle with Betamax!)
Zen, heard have very good audio quality playback
iRiver, heard have BEST audio quality..
Headphones, Sony MDR EX series, v.good but Bass Heavy.
Koss well favoured over here for budget phones.