The most essential component for your MP3 player is a nice set of headphones. There are various types of headphones such as wireless headphones, ear buds, plan earphones, and standard head phones. I recommend investing in wireless headphones or ear buds to keep with the times and technology. If possible try your ear buds or headphones on first to see, which ones fit you the best. I've heard great things about Bose earphones, so if you're interested in ponying up around $100 for a set go for it.

The second or maybe equally important component is a case. An MP3 player is going to be exposed to elements that will damage it, so a reliable case is needed. Look for a case that fits your MP3 player snuggly. There may be features like rubberized coatings, shock proof, and waterproof. Find the best case that fits your needs.

Lastly, docking stations can be a very valuable accessory for a MP3 player. Basically, the use of the docking station will help you decide, which one to purchase. If you plan on using it mainly as a stereo, then get one with bigger speakers and a remote control. Consider other functions like an alarm clock, charging station, etc. before making your decision.