Can't be anywhere without those tunes? Get yourself the Digital Cowboy DC-SCDP1/256 water resistant stereo MP3/WMA player with AM/FM radio. It has 256MB of built-in memory and you can also slip in an SD memory card with capacity up to 1GB. If you don't have an SD card, transferring tunes from your PC goes quickly via USB 2.0. There's a kickstand in the back so you can prop it up in the shower, or you can hang it on the wall.
Since it's merely water-resistant and not waterproof, it probably wouldn't be a good idea to submerge the old Digital Cowpoke just to see how he sounds underwater. Yours for $85.
Digital Cowboy water resistant MP3 player with radio [Far East Gizmos, via Newlaunches]