I use a Sansa clip because it has clickable buttons that I can feel for when I can't use a phone screen, like at the dentist or in a sky village with light restrictions. Also I don't ever load my phone with the 2GB of my favorite mp3s, and I don't want to (and sometimes can't) stream music from a service on the internet.
I use this too, since like 2013 or something. Still works. Also it has an SD card slot, so plenty of storage. And it includes a real working FM radio, weighs approximately nothing, and can clip to my sleeve. Battery lasts for ages. I never saw the appeal of putting music on my phone.