Just because you like hassle doesn't mean the rest of the world does.
Carry around more 2 gig cards? Sorry, hassle.
Go to Aim Express? Sorry, hassle.
Every solution you list is an extra hassle to deal with. Carry iPod, phone, keys, etc? Hassle.
Why not combine two everyday devices to free up pocket space instead of taking up more with extra junk.
I may be speaking from a position of slight prejudice since I don't own a media player, or a PDA, or even use AIM for that matter. If I am not in my room where my computer is, it usually means I am busy working and don't have the spare time to screw with entertaining myself. Not to mention which the iPhone or an iPod would last for about two hours before being smashed if I dared take one to work with me.
I think hassle is constantly trying to find new ways to waste time and money.