Zen's look great on paper, but I've had a lot of build quaility issues with them - owned 4, won't buy another in the near future
My current favourite player is a little Sony E-series - similar sort of scale to a Nano, but without the goddamn clickwheel, and it'll play WMA for those times when I can't be bothered reripping a CD. Battery lasts forever, too, which is cool.
My reasons for avoiding the iPod are pretty simple: I dislike iTunes intensely (I use MediaMonkey for management and Foobar2000 for playback), I require support for WMA (and support for FLAC is a nice touch too), and I can't stand the clickwheel interface. That said, the iPod Touch is a brilliant movie player - I wouldn't look any further if I needed such a thing, but I don't, my laptop does that job fine. As a music player, I find its lack of physical controls an issue.
The sound quality advantage of the dock connector is largely nullified by the rubbish implementation of the DAC - most Cowon players (I can specifically vouch for the D2+) sound better once you've turned off the sound "enhancement" features. The interface of the D2+ is clumsy, though - I hear the S9 is better.
Check out anythingbutipod.com for some fairly thorough coverage.