here is some advice on getting the most out of your ipod.
1) ditch the original headphones... the new headphones are terrible, and bring dwon the ipod's potential... invest in a pair of in-ear or wireless headphones. the sennheiser cx-3000's and etymotic er6s come highly recommended.
2) NEVER buy an ipod cassette adapter... they always make loads of noise in the player... you can't beat an itrip i'm afraid.
3) Return your ipod towards the end of its warranty to get a new battery. I find my battery life at the end of a year's heavy use is suffering, so apple will replace it without any quams.
4) Buy an ipod radio adapter... it makes all the difference in terms of functionability.
5) get a good arm/wrist carrier for sport, holding your ipod in your hand is a bit restrictive.