Go over to ipodlounge - there are quite a few posts by people trading the shuffle for a Creative MuVo or other flash player. In particular, the shuffle's poor support for playlists comes up often.
Sure, "Life is Random" is a great slogan - but just because it came from Cupertino doesn't mean that it's the right thing for everyone. One of the "gym rats" on ipodlounge complained that he wanted to switch between playlists - one for free weights, one while doing cardio - and the shuffle couldn't do it.
You can get a Creative MuVo N200 1 GB for $30 more than the shuffle 1 GB. The N200 has an FM radio, can record from its builtin microphone, record from FM, and even has a line input to directly rip analog to MP3. It's even a 1 GB USB flash drive.
AND IT HAS A DISPLAY so that you can have a bit of control over what you listen to. It also can play WMA files, something that none of the Ipods can do....
If I had bought a shuffle, then saw the Creative N200 - I'd return the shuffle in an instant.