Very few players play ogg. The RIO Karma does (the expensive 20 gig one), and maybe that FL100 thing.
My personal favorite is still the iBead (apparently still no distributor in the US, though you can get them on eBay). Tiny, all the bells and whistles, sounds good. I own one of these.
Or maybe the Thomson Lyra 1.5Gig HD player--its a USB mass storage device so "no drivers required"*. It uses the iPod style content management (if you like that). My wife has one of these for the car (borrowed from work), and I've used it jogging several times. Its not too heavy or too large.
You can get the RIO Karma (also a 1.5 gig HD player) for $119 after rebate from Buy.com (Price Drop! Buy.com has the Rio Nitrus Ultra Sleek 1.5GB Digital Music Player 30 hrs Playback at $209.99 - $50 rebate - $30 rebate(Exp. 11/30) - $15 off $200 coupon for first time customer(Exp. 11/30) = $115. Free shipping. Click the coupon and search for C93W92. ) (
http://www.headlinedeals.net/clickdeal.aspx?clickid=3418) The Karma is not USB mass storage.
Disclaimer: the iBead has a Sigmatel part in it. Rio Nitrus does too. The Thomson Lyra does not.
*USB mass storage/"no drivers required" means you can connect up to any computer with WinMe, WinXp, Win2k and transfer files without installing any drivers.