Tips on downloading songs to MP3 players

While it's not the most complex technology in the world, I'm still rather amazed at the number of queries I see about how to download songs onto various types of MP3 players, whether they're cellphones, tiny pendants, or even Sony PSP game units or iPods. Rather than address each one (which would require me to own them all, which sounds fun, but overwhelming), here's a general how-to on working with MP3 players and downloading songs:

    How do I download songs onto my MP3 player?

I hope it's helpful!