This is a true statement. Buying an MP3 player can be difficult. First you need to know what YOUR needs are. Then look around for pricing and features. Of course we all want the most features, but the price is usually what stops us and have us make a choice.
I used to work for a manufacturer and was the main support for MP3 players.
I found that customers are usually uneducated when it comes to files (or songs as they call them). Most just ask : "How many songs can I put on this player?" Answer is simple to me, but not to someone that has no idea how compression works.

I usually tell them to compress to the amount they desire on the player. Test different compression ratios until you obtain a quality level that is acceptable then you find out how many songs you can add to the player.

When a manufacturer advertises the amound of songs, they are misleading the customer and I find that a despicable stategy, because you do not know the quality that the customer expects to hear.

I usually recommend to test out the headphones styles and if the one included does not suit their needs to purchase one that does. The ones shipped with units are often below standard and does not actually provide the full quality level of the player using those.

My opinion about units with HDD inside to store the music or video is the worst idea. They are fragile (it's a hard drive after all) and easy to damage. You often get to drop them only once on a hard surface and that's it, it will not run properly.
The screen is important only if you need to view video, but that is a bit a weird thing because, who will watch a full movie on a 1 1/2" x 1 1/2" screen has serious issues.
The second biggest question customer asks is the battery life. Another question that depends on how the unit is used. If you have all the features in use and loud volume, the unit will not perform as the manufacturer suggests.

I currently own one of the best for quality and versality. The only thing is that the memory is smaller than all players offered now.
It plays video in it's own MPEG4 format, MP3, WMA, WAVE (full quality CD audio). It offers JPEG viewing. I have not seen it fail in any case.
Advanced users will be looking for something that will allow for data to be transfered and offers Windows drag and drop style. Some are to be used with Windows Media Player or Itune software which limits what you can actually add to the player.