It seems like MP3 players and running were pretty much made for each other so it's entirely possible that you already own an MP3 player for running. However if you don't -- hey, everyone has to have a first MP3 player or if you just want to upgrade to something a little better designed for your favourite workout routine, there are some great choices on the market.
Nu Dolphin Touch
While running is wonderful, what if you like to run even when it's raining? Or even more interesting, what if you want to change things up once in a while and go swimming with your tunes? The Nu Dolphin Touch is designed to allow you to do that and more. It's an MP3 player designed with the sports enthusiast in mind and includes a waterproof body and waterproof earbuds. PC World reports that the earbuds aren't too comfortable, but let's face it -- if it needs to be waterproof, some sacrifices should probably be made. It includes 4GB of storage and plays MP3 and WMA files.
Philips GoGear Spark
If you aren't much for running in the rain but you just want something tiny that can fit into an armband, consider the Phillips GoGear Spark. This little guy is around the size of a matchbook and comes with a silicon pouch for storage and to keep the sweat off its' delicate electronics. It comes with either two or four GB of storage and has a unique design where you squeeze the edges in order to make it change songs.
Sony W Series Walkman
The company that first invented the portable music device with the original Walkman cassette player is back with a unit perfectly designed for running. This little gem comes with two GB of storage and actually doesn't have any wires you need to be concerned with. Instead, everything is self contained inside the headphones. The New York Times' reviewer considered this to be a huge improvement over the average situation, especially when it comes to being active.