I know nothing about mp3 players. But, this being the Internet, that makes me perfectly qualified to answer your question.
A friend gave me an iTouch, and the built-in speaker is useless.
However, another friend stayed with us this past weekend and had a small device called a Jawbone Jambox. It is self-powered, and connects to your mp3 or laptop via Bluetooth:
It is very pricey, but had an amazing sound for a totally portable device. The sound is similar in timbre and feeling to what I get from my Bose Acoustimass radio. The Jambox is very small, but somewhat heavy. I think my friend said he purchased it at an Apple retail store, so you might be able to audition it, along with other similar devices, if you have a store nearby.
Even if this doesn't help, you might at least want to consider the idea of a small external device because most portable music players that have their own speakers really don't come close to filling the room with sound.
the fact of the matter is i don't really need 'decent' sound - just enough volume to literally make a horse prick up its ears ;-) that's why the zen stone was so good - i could give it the handle and tell them to give it a blast, and i'd get the perfect 'stance'. worked on dogs too.
problem is it got battered around, drop on the ground, stood on, etc., and it's still going, but age has taken its toll on the battery....
Alternatively as you don't need much bass response a not terribly loud device can be made louder with a small horn.
Other avenue you could look into is the devices hunters use, you might find something that doesn't even need batteries.
actually wouldn't mind shooting some of the horses ;-)
actually hadn't thought about trying to replace the battery - might be worth a fiddle.....
the horn idea would more than likely work, but would probably also affect its handleability - the wranglers usually have enough going on without worrying about an mp3 player with a horn!
I was looking for the same thing & couldn't find anything. It might be your best bet to buy a $30 mp3 player & a $30 boombox with 1/8" hookup & duct tape the mp3 player to the box. :D
I found out my Kindle plays mp3's though & it has built in speakers.