I picked up an Archos Gmini 220 for like $120 and it can take a CF card
and copy it to the internal 20GB hard drive and then play from there.
I use it as a quick and dirty backup when running and gunning - but you
can also use it for playback. (Note that I think the Gmini 220 is
discontinued, but I think you can still find it available.)
>> Stay informed about: Flash Card Player Help needed