Saw one of these in my local Staples in Manchester (Regent Road, City Centre) and they were going for 91p! They are designed to work with the SanDisk Cruzer Micro USB sticks, but any thin USB stick should work. It's an MP3 player, but chunky but runs off 1xAAA battery. Perfect for the kids or leaving in the car.
Includes 1xAAA battery and a set of decent headphones.
Also includes an LCD backlit display.