Hard drive-based MP3 players currently vary widely in the amount of storage they offer. Even though prices are dropping, many players are still expensive. However, the best thing you can do for yourself is to buy as large a player as you can afford.
Many devices now also play video along with MP3 or WMA compatible audio. These files take up a lot more space than regular audio files. To keep yourself from constantly swapping files on and off your player, purchasing as large a player as you can afford is the best way to get the biggest bang for your purchasing buck.