I hate CD Players, every one I've ever had always skipped whenever I moved.  And if I have a portable music player, I'm moving.  A cassette player I wouldn't mind, but I can't write to those, and no one makes cassettes anymore.   An MP3 player is so easy to use.  It holds more songs, it doesn't skip, a good one has options for repeat and shuffle, I love mine.   And I don't have a problem with the headphones, I haven't tried a high class pair, but my 10$ ones deliver sound just the same.