I finally bit the bullet. I got an iPod mini. Of course, I didn't do iTunes but EphPod. I learned the hard way that you have to use the Apple iPod Update to get your iPod up to speed.
I use it exclusively to listen to techie podcasts when driving back and forth to work. I used to download podcasts and burn them to CDs so I could listen in the car but that was using up a lot of my free CDs.
After I played with it a couple of weeks just using the ear buds, I found this at Other World Computing. It has a built-in FM transmitter (only 87.9) and charges your iPod while you listen. It's $27.95 with second day air shipping for $5.
Here's what it looks like:
It works great. So good, in fact, that the first one immediately left with my daughter. I ordered another and am back in business.