There aren't many accessible portable media players for blind. In a group discussion on this topic at IISE, Robbie mentioned about Rockbox project. Rockbox provides firmware for some audio player from Apple, Archos, Cowon, Iriver, Olympus, SanDisk, and Toshiba. This project features voiced menu's. I have yet to get hold of a compatible player and try this out.
Meanwhile fourth generation (4G) iPods introduced voice menu too. I don't think its targeted for blind per se (correct me) but aims for different non-visual functionality as explained in this technology Review article published few years ago.