Regarding mp3 players sounding tinny and hollow sounding. This is mostly down to them being supplied with cheap headphones. iPod headphones are some of the worst I've encountered for example.

So getting a decent set of headphones is a must and the sound difference can be amazing. For some in the ear ones I recommend Sennheiser MX500 (there might be a newer model out now). They sound really good and come in a handly case that you can wind the cable into for easy non tangle storage.

Or for bigger full headphones I again recommend Sennheiser, and this time the PX100. These are full headband style ones and have really good bass reproduction, and yet are lightweight and fold down into a case about the size of a glasses case, so are still very portable.