Sure they're trendy, but we're content to strap on portable CD players when we hit the road. Not only will size and weight matter, but some players ship with sports straps, rechargeable batteries, car-adapter kits or other accessories. Test it with several different headphones, if you're lucky enough to be at a store where this is an option. Odds are you'll end up preferring headphones other than the ones that come with the player. It's a good idea to road test a few different pairs to ensure you've found the right combination.
Salespeople know that good skip prevention is crucial in portable CD players.
You've got to simulate some real-world scenarios to really test one.