I have a Zen Micro and there's no input as said above, only Mic In and that won't do you good

Iriver H320 and H340 models do have input and 20GB and 40GB storage respectively.
Creative makes the Jukebox line that has inputs also (tho I'm not sure if Jukebox are still available) - Jukebox (10GB) and Jukebox 3 (20GB)
Don't believe iPods support these features
Hope that helps. Those are the players that I have looked at so far, but there are alot more other MP3 players out there that may fit your needs.