It doesn't get much better than SoundFly!

Soundfly Player Transmitter Stick Players

It works well with most of the media that it is built to use. I am currently using a PNY 4gb SDHC card. It handles both SD and SDHC.
The Soundfly SD works well with Windows Media Player sync option as long as you allow Windows Media player convert the files. If you don't convert the files you will get a lot of what sounds like static.
I am not sure if it is a Windows Media player thing or not, as that is the only Sync program I have.

The reason I bought this is; I can be in as much as 4 different vehicles per day and to have a little device like this that I can just plug in to a 12 volt outlet, tune the radio to my preset frequency and have tunes is well worth the price.

What I would love to see in the future is; to have the Soundfly SD handle an unlimited amount of files so when they some out with a 120gb SD card it will read all the files, but for now I will have to use a few different SDHC cards (which you can buy for less per album than a CDR and much more convenient than having all those CDs to carry).
Update: It took a while to find out, If you are using the Soundfly SD to play Albums that you sync to the SD card the device will only read 20 albums and will ignore the rest on the card so it wouldn't do much good to buy more than a 2gb sound card as that would hold about 20 albums.

Get your Soundfly Player Transmitter Stick Players Now!