I had the same problem. Every mp3 player today is 100+eur and with a 10 inch touchscreen and finding a small one with good battery is almost impossible. Then I stumbled upon SanDisk Clip Jam. It cost something around 20 euros and as the name suggest it has a clip and since it weighs basically nothing, you cant even feel it. I paired it with Koss Plug headphones and its a match made in heaven. Koss plugs have a weak point at the cable near the connector(one side loses connection) but since they cost around 16euros, I just replace them once or twice per year when it happens.

Added bonus with such a cheap combo is that I dont have to worry about losing it (never have) or getting caught in rain ( have used them during heavy thunderstorms with massive downpours and not a single problem).

Also the sound quality is good and the Plugs provide a good fit so they dont fall out.

Links for example:
SanDisk Clip Jam : https://www.amazon.com/...-Black/dp/B00VXMY262
Koss Plug : https://www.amazon.com/...-Black/dp/B00001P4XA