There's a tiny, inexpensive gadget that has become an integral part of my daily routine...it's the Sansa Clip MP3 player. I use it for the Overdrive audiobooks from my public library. Without it, my commute would be a lot more trying.
How did I find this device? I had synced some Overdrive audiobooks to my various iPhones, but they just weren't ideal. I hated having to give up manually syncing, and then, as a digital packrat, I also need the space. I bought a no-name MP3 player from the office supply store, but, with practically no ability to control the tracks, it was rather useless.
The Sansa Clip was well-reviewed, and you can find it online for about $30. You can add a microSD card for up to 8GB more storage. It's not impossible to fast-forward and rewind through tracks, too.
If you're an audiobook listener, I'd recommend it.