Use a UMPC device! With my Samsung Q1 UMPC I have iTunes and Virgin's media application loaded up and have purchased TV shows on iTunes and subscription music on Virgin with podcasts coming in from iTunes (including video podcasts that sometimes have issues playing on some devices). Video is awesome with the larger 7 inch display, audio rocks with the stereo speakers or use of headphones, and I have something like 30GB of storage capacity. Another couple of benefits are that I can use stereo Bluetooth headphones for wireless enjoyment (where is Bluetooth on the iPod or Zune?), I can download content via WiFi, I can backup my content using a USB drive, and I can even do all my work on the go with a full Tablet PC and music playing in the background.
Matthew add me to the list of guys using most of the time his UMPC as his primary PC even using Visual Studio and Visual FoxPro for coding.