The thing is, the music player itself has no influence on the matter. It plays back a series of coded bits/bytes. What would make a difference is the quality/coloration of the output (Ipods do this to hell and then back, and then to hell again), the quality (this doesn't really apply to mp3 players, really, but it would on other sources like a turntable) and post-output modifications, like Amps or DACs, or really a combination of both.
The problem comes in when there's a coloration at each level, that the user has no control of. While the coloration of one of the parts might be forgivable or even give rise to the well-beloved "wave" equalizer levels, with each addition of a shitty part/component, you get more of this coloration and possibly really fucked up audio levels, I've heard "bass freaks" with such shitty/loose base on their system that it almost made me want to cry when they said "duuuude, it booms so much". Distorts, more like it, and then covers up the rest of the song.
So, if you're stuck with an ipod with no other option; good pair of headphones (things like the koss portapros, the sony MDR-v6's or if you're usually not surrounded by people, a pair of alessandro's) and then add to that a nice connectable dac/amp combination. There's multiple ones that can be had for under 150$ that do the job just fine. It may sound like a bit extreme, but once you pick and choose something you like, you'll really start hating speaker system (with all their leakiness, and requirements for a good acoustic environment, that's usually north of 15,000$).
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