Depends where you are wanting to play them ?

For vehicle,tractor,combine or anything with a cigarette lighter this is the slickest way to go. They also have a port where you can plug in a portable CD/MP3 player into them as well.

http://www.walmart.com/catalog/product.do?product_id=3579125

You will need to look at the car audio section at Wal Mart and most of the folks there won't have a clue about it if you ask them for it.

The VR3 FM modulator plays MP3 files off of a jump drive and transmits them on a generally unused radio frequency at the low end of the FM band. It has like 6 stations you can choose to transmit on so you can find an unused one in your area. Simply tune your FM radio to one of these stations and select it on the VR3 and push play. Many have reported problems trying to use the 1GB flash drives I use a 512MB and 256MB with no problems.  It's great portability to take from machine to machine instead of buying a bunch of new radios for everything.

It can be a bit fussy organizing them in the order you want on the jump drive and whenever you start it plays from the beginning song in the order. The larger 512 MB drive exacerbates this problem as it almost has too many MP3's to go through and remember the order of them all.

A nice solution is to have many smaller jump drives organized with different genres of music or different styles of favorites and organize things that way.