Besides the ubiquitous iPod - Gen5/Video running Rockbox of course! - I have:
Aiwa TPS-30: Apparently the world's first personal stereo recorder but I think Sony would have something to say about that as their TCM-100 Pressman had a couple of years' lead on it. Lovely little cassette machine though.
Technics SL-XP5: Unfortunately missing its PSU but in almost mint condition with its (heavy and non-operational) battery pack and carry case. Very early portable CD and built to a standard unheard of nowadays.
Sony MZ-RH1: The daddy when it comes to Minidisc. Unbelievably cute design and second-to-none performance both in playback and recording. I have bootlegged many a live performance with this little gem and the results are outstanding.
I suppose I could class my Sony SL-F1/PCM-F1 combo as 'luggable' too