I got myself a TEAC MP3 Player, it is Ok, sounds find holds 1.5g of music but it is pretty slow in starting up / shutting down and changing songs. The shuffle in it is a bit screwed, its not random at all, it must just jump 15 songs or something like that because if i listen to song A every time I turn it on and make it go on shuffle I will always hear the same music in the same order, I'm not sure if this is normal or not but I don't really like that.
I did the same as you, I bought a crappy FM Transmitter for like $20 and it was really bad, the only stations you could use where the preset ones that where something like 97,98,99. They where really bad quality, so I tried to jack it up a bit and extended the aerial, it didn't work at all lol. I ended up just buying a new head unit for the car that cost $250, it can also play mp3 cds which is good. I figure it was better to do this because good FM transmitters cost around 80$ and I thought it was time for an upgrade in my car anyway :-)
The FM Transmitters which are the best (from what I have heard from mates that use them) are the ones that plug into the cigarette lighter and use the car battery (gives them more power) and the ones that you can choose what radio station you want to broadcast too (something like this
I'm not sure if that is the same type of model, but it does plug into the car and you can choose the station you want to take over.
As for your MP3 Player.
Creative Zen Micro
Its a good one, my mates have it. Sounds great works well, the only thing I don't like about it is the software it uses to put the music on the computer.
I wouldn't go for the DELL, it doesn't have a removable battery so if that breaks then the whole MP3 player does, its better to go one of the other 2.
(Not to mention that DELL computers are really crap and I wouldn't trust them)
Hope this helps :-)