John, some new hard drive mp3 players allow you to download photos direct from a camera. The new Ipod is an example click here - this has 30Gb, there is also a 60Gb model. Alternatively try I-River click here.
Both are in excess of £200, but have screens so you can see the photos as well, not to mention the mp3 capabilities.
There may be other dvices out there, but these two were the first that sprung to mind.
There are a number of storage devices out there, some that save to DVD and some like the one I use which is a 20Gb portable hard/drive. These storage devices have slots for all the normal memory cards & for retreival a USB port. click here