MP3 players are very inexpensive and they are everywhere. Even my phone can play MP3s. 97% of the MP3 players are filled with music, maybe a few pictures, but nothing that will bring you a single step towards your goals.
Why not fill your player instead with personal development or motivational information? It is very easy to turn your audio CDs into an MP3 files, purchase MP3 file audio CDs, or download free audio CDs from various websites on the internet.
Also, MP3 players have become very inexpensive. My recommendation would be either the Creative Stone which can load 10 CDs and it is very reasonably priced at $40 or the Creative Zen Stone Plus which can load about 20 CDs, FM Player, Clock, Voice Recorder, and Stopwatch, priced around $70. They are also small enough (about the size of 2 quarters), to where you can take it with you everywhere