The iPod nano or shuffle are the easiest to carry around and are probably the "loudest" as far as overall volume on the market.
The Rio brand is great for athletes because they are constructed extremely well. I have owned both a "Rio Cali" and a Shuffle and the Rio could fall out of a two story window and still probably work. It has survived the bottom of my gym bag for 2 years now...which says a lot.
The downside of the Shuffle is it isn't made to last any type of injury. If you drop it too hard, chances are, it won't work anymore. They also don't hold up well to sweat. The software to download songs is also more complicated and it takes longer for them to upload to the machine. It also requires the ipod player on your computer and I have had problems with mine. The upside is it carries a shit load of songs and shuffles them.
The downside of The Rio brand is that it isn't the loudest (in the sense that I can sometimes hear background noise instead of creating craters in my eardrums) and does NOT shuffle songs unless you spend the extra time to make a specific play list on your computer. That means it will play all of the songs by the same artist in a row. The upside is its strength and the ease of using the software to download songs. It is the easiest program I have ever used. You simply click and drag the songs and it takes less time to download than the shuffle could ever dream of. It also plays the radio stations as well as tells time and acts like a stopwatch.
You can buy a Rio Forge here (I have the Cali version):
You can get an iPod shuffle here: