I got my player this week and i love it. The sound quality is clear through both the bluetooth headphones and standard earphones and the device is well made and easy to use. The menus are similar to Ericssons and the interface to my computer is simple via media player 11.
The unit charging is via USB to your computer, but the Sony AC to USB 5V power Adaptor
is sold seperately allowing you to plug it into the socket.
The bluetooth headset charges via normal plug socket.
There is a biggish speaker dock Sony SRS-NWGM30 Speaker Dock
, and a small speaker dock Sony SRS-NWT10M Mini speaker for NWZ Walkman
available on Amazon. If you want to retain the bluetooth freedom then there's also Sony SRS-BT100 Bluetooth Speaker
You can buy a wire which will allow you to hook up to your existing stereo via the aux from any electronics store, but make sure you know the size of the port at the back of your stereo.
This is my first player so i can't compare it to the others, but i certainly recommend it to anyone. By the way, it doesn't come with a case but it fits a large phone sock i got from a certain auction site.
Update: there's a leather case available on Amazon: Black Genuine Leather Case Cover for Sony Walkman Bluetooth NWZ-A826 NWZA826 NWZ-A828 NWZA828 NWZ-A829 NWZA829 NWZ-A828K NWZ-A826K NWZ-A829K NWZ-A726, NWZ-A728 & NWZ-A729 + Screen Protector