Up until the recent price drop in memory cards, I would have said MiniDisc for the flexibilty of carrying a larger number of tracks easily, but now with media so cheap you can afford to have multiple cards, as long as you player supports them. I don't have experience of the hard-drive players, but they seem to have huge capacities, although battery life would almost certainly be shorter than a solid-state player. All the other answers are valid too, just adding a few thoughts, have fun.