I use the famous 'Flashtrax', as reccommended by Andy Rouse, whoever the hell he is
(bearded guy, likes wilfdlife)
It's really good. You plug in your CF card, press copy, and you're away. Then you can have a look at your photos on the 3.5" screen, or listen to music, or whatever else. Battery life is good for 7 or so one gigabyte copies. It's not exactly a Dell PDA and can take about 6 seconds to load a KM jpeg extra fine, but I can live with that.
It cost me a hundred a fifty quid for 20GB so that was £7.50 per gig, plus a chance to view everything on the way home or show grandma; I've thousands of pics stored up on it.
However, the original model has been discontinued and now the new model is looks too big and ugly. Also, I think none of the other alternative brands are up to snuff with their models, but I might be wrong.