TBH I wouldn't go for pure portable media device since it seems like an unefficient waste of space. If you have the cash, go for all in device that can do everything those portable media devices do. I'm talking HTC HD2 or SEricsson Xperia10 on android platform. They have everything IPhone or ZuneHD have, but better display, more features and options and open platform. I myself have gotten HTC Diamond2 which still runs on WM6.5, but can do everything those other devices do (just more clunky on Windows Mobile).
I think it's worth to save the extra buck and have a device that is superior and all-in-one, rather than carrying several devices at once, which can't do the stuff as good, even when they are focused exclusively on it.
MY HYPE LIST: 1) Gran Turismo 5; 2) Civilization V; 3) Starcraft II; 4) The Last Guardian; 5) Metal Gear Solid: Rising
