I recently got two Sandisk Sansa Clips (2 & 4 GB) and a Sansa Fuse (2 GB) from Newegg. All were "refurbished", didn't cost much and work well. I'm very pleased with them.
Below are my experiences with the Sansa players.
If you're familiar with Windows Explorer and typical file systems, using Explorer is the way to go. The MP3s are first downloaded onto your hard drive. Then you open two Explorer windows, one on the hard drive, one on the MP3 player, then copy & paste the MP3s, from the hard drive to the MP3 player. Simple. You can also create playlists in the Explorer window open on the MP3 player by right clicking, it's one of the drop-down options.
The Sansas were loaded with sample music and by rooting around them in the Explorer window I learned generally where things go and how things are filed. It's not too complicated.
You may have to tinker with the USB setting on the MP3 player to get the computer to recognize it (this seems to be an issue with Windows XP). It's minor, just try different settings on the MP3 player settings menu.