The Shuffle has iTunes which does some neat things with it. However if you like a display and/or can live with the likes of iTuneMyWalkman or drag & drop, there is the Zen Stone Plus and the iRiver S10, both of which are mostly better hardware-wise. The Stone is probably the better bet, as the S10 has the D-Click faceplate system which can be activated accidentally if you press on it. Larger, but still fairly miniscule - there's the Sansa Clip, which is wearable. Once again no software integration but cheap and again, better hardware than the Shuffle.
The S10 is very expensive partly because it's an older player and partly due to the full colour OLED screen, but the 2Gb models of the rest will fall into Shuffle territory for price.
It really depends on what you want. The Shuffle is a complete no-brainer to sync (including your playcounts of course) and use and it is great for that, but if you can get one of the UMS->iTunes links to work and set up for full automatic operation, a randomised Smart Playlist synced with one of the above alternatives will also be nearly as no-brainer for daily use.
You'll also get control over what you play back. In terms of sound quality all of the alternatives offer a small improvement in measurable sound quality, but what they do offer that the Shuffle definitely doesn't is a working EQ, as well as other psychoacoustic enhancement modes on some of the players - in fact on the S10 you can't switch them off entirely. If you're a casual listener a more dynamic sound that these enhancements put out may be better motivation in the gym - pumping up the bass, etc.