I still use the old iriver ihp120 music player that I got years ago.
It's basically a HDD with audio in/out. They don't make them anymore but perhaps on ebay you could find one.
Or, their current player is this: http://local.iriver....sp?lpCode=M0005
For speakers, you could use any that have their own amplification. You would need a converter jack most likely, but perhaps not.