So, The story continues. The iAudio U3 is now gone but what took it's place is the Sansa c240.
Why would I pick this player you ask? Well it was $19.99 at Buy.com. Although it's refurbished, It works and looks perfect. I installed Rockbox 3.0 on it and now it's capable of so much more.
I can play Doom, Tetris, Bejeweled etc on this thing now.
I like that it has a voice recorder like the iAudio U3 and that it's small. The nice thing about this 1Gb player is that is has a Micro SD slot to expand memory. The iAudio U3 1Gb was close to $200 when it first came out and wasn't expanable. The screen on the C240 isn't as good but that doesn't matter, I don't watch movies or look at photos on it.
Best part while running the Rockbox software, I can customize the theme to my liking.

Check it out: RockBox