Back in those days when the dearest thing to me was my Sony Walkman, the single biggest annoyance happened to be the GSM signals interfering with the playback. This invariable happened due to the fact that headphones then, weren't equipped to handle GSM interference. But this didn’t stop me from cursing people for being constantly over the phone.
These days, however, the reasons have changed, and I still curse. Although the reasons that annoy me have changed. After having used and tested scores of mp3 players, I realized that even though we have moved on to achieve a certain respectable level of technological integrity, we still lack in keeping our act together. In my opinion the only thing that MP3 players should differ from each other in is the sound. Why create a niche by wasting time building 'wild' keys and ‘innovative’ designs (hope you catch the sarcasm) when all they do is hurt.
Low Volume level
Now this one, you have to agree with me. What’s the point of making a good looking and plush product when the volume can’t even beat the racket on the road. Despite, what they call it, a cutthroat competition, companies make products with little room to maneuver with regards to the volume output.
When it comes to selecting the right player, apart from the quality, I always look at the volume output. I’m not getting into wave frequencies or sound nitty-gritties. All I’m saying is that when you stay in a noisy city like ours, and (like me) if you depend on your music to save yourself from the insanity, then a player with low volume output will just put you off.
Another problem with some players in the market is that the sound begins to distort the moment the volume is pumped up. I know a certain sect of people who don’t mind, or in some cases can’t make out the difference. For true music connoisseurs, however, this is a big downer. By far, some of the Chinese players that have been on sale in and around the city are known to have this problem.
Also, I will just add that I’m talking about low output levels in context of high bit-rate songs. It’s always nice to listen to songs that are properly ripped. You might notice that while playing certain songs the sound just skyrockets. For this, always make sure you normalize the volume on all songs. Also, you can use software like ‘mp3gain ’ to adjust peak normalization.
I have a Sandisk Sansa which is expandable. When you put in a micro SD card in it and fill it up, every time you start the player, you get REFRESH DATABASE for 30 long seconds. 
