For 500+ tracks you'll need a 1.5Gb player at the least.
The only one I can think of that has it's own speakers, but not 500+ tracks, is a small pen drive type (from Argos, I think)
For mains operation then something like the Zen micro or usually anything over 5GB will run on mains.
They will all sound better than a cheap radio if the tracks are recorded at a bitrate higher than 96kbps.
A good site for player reviews is click here