I had the HD5. Loads of storage and a very good sound. I've now got the NWA808. More limited storage but otherwise it's outstanding: excellent sound, excellent interface, excellent screen. Erm, overall, I'd say it's pretty excellent.
(Oh all right, I know Sonicstage has its detractors but it's always worked pretty well for me.)
I love ipods, for their intuitive menu etc. But I will never buy a full size one again, I went through 3 on dixons warranty in 2 years, granted that got me three upgrades but it's not on really. I then swapped for a zen vision m, and it was fantastic, nearly as intuitive as the ipod and a far better screen.
I then changed over to an imac and sold my pc, unfortunately getting my zen to work with the mac was more hassle than i could be doing with back then. so i bought a refurbished 1st gen ipod nano as i'd heard they were more reliable.
I've had it 7 months now an now problems at all, granted not the largest storage space but i plug it in every time i'm on my imac and swap music around.
if you're a mac user i'd recommend the nano, if you're pc user i'd recommend the zen vision m.
i've had issues in the past with sony mini disc players so i avoid all sony portables now.