The best players BY FAR are iRiver, Creative and Rio...and probably in that order, i'd say. I'm not an iPod fan - they're overpriced, come with annoying software, and the build quality just isn't as good as the other three. I only say this because I spent bloody ages trying to decide what to go for! After reading loads of reviews, and playing around with each one in the stores, I ended up with a 40GB iRiver H-series and, later, a Rio Carbon 5GB. For 4-6GB range i'd definitely say go for the Carbon, or iRiver's H10, or maybe the Creative Zen Micro...they're all extremely good, so it all just really boils down to personal taste.
Hope this helps!