I got one of these a couple of months ago after my latest Sandisk Sansa went tits up after about 2 months: http://www.usa.philips.com/c/mp3-med...94.app121-drp1
I love it so far, no complaints. I also listen to books (audible for me), but I don't listen to wma's, so I can't verify that it actually does play them, although the specs say it does. It does not have any kind of clip or anything on the back, so you'll have to carry it in a pocket, if that matters. I use mine constantly, and the battery life has been good so far. It actually tells me when it's fully charged, which is convenient, and it will play and charge simultaneously (my sansa would not). The power gauge appears to be accurate as well, which has always been a problem in previous mp3 players.
Overdrive sounds like a proprietary service, too, so there's a chance your devices will play wma's, but not the proprietary version specific to Overdrive. I've had that problem in the past with Audible.