Buy the cheapest mp3 player you can find (a quick search found 1 and 2GB players in the £12 -£17 price range), and then use Project Gutenberg to source free audio books (or scour the web for the occasional free offers that publishers do). If you have a modern phone (or can get a free upgrade to a suitable one), you may not even need the mp3 player.
Of course, if you want a better choice of listening material (and for it to be legal) you will have to pay to download what you want (or buy CDs and rip them to mp3). I'd also recommend buying a better than "the cheapest I can possibly find" player if possible as the build quality and battery life is likely to be poor.