Depends what you want. If you don't have alot of music, there is no point in getting a hard drive player. But if you do have a large collection, it's great to be able to keep it all with you and not have to switch the music that's on your player.
If you do want a large storage player, but don't want to spend as much, check out the creative labs models. They are slightly larger in physical size than an ipod, but they are much cheeper and really good players.
Having had 3 creative models and a 40g ipod, I would definately advise the creatives as a cheeper, yet just as good alternative to ipods.
Also check the prices at
http://www.memoryexpress.com/
They always seem to be much cheaper than everyone else.
Including $10 less on the one you linked from future shop.
B-)