Me, I use an Audiovox SMT5600 phone running Windows Mobile 5.0 software. When I plug it into my PC, it automagically syncs my Windows Media Player library to the mini SD card inside the phone. In the process, it resamples everything into 64 Kbps WMA audio format; with a 512 MB card, it holds about 100 songs, same as the MOTO ROKR.
Unlike the Moto phone, though, it doesn't just do shuffle - I can choose by artist, by album, etc.:
Also very cool: when it plays a song, it displays the album cover:
Microsoft has been shipping phones that can play back your Windows Media Player files for nearly two years now - the first Windows Mobile Smartphones that had this functionality shipped sometime in late 2003.
Something tells me, however, that Motorola will ship more ROKR phones in the next month than Microsoft have shipped Windows Mobile phones in all of their history. Behold the power of branding. :)