there are 2 main types these days, with and without LCD screens.
The Archos, Phototainer, Epson P2000 are the latest in Digital photography accessories as they are portable disk drives with high-quality LCD screens that can download direct from CF Cards, and with the ability to read RAW files , for instant download and checking.
I did some reasearch and found that those with high-quality screens meet most of the complete Digital photographer's needs, but they are still new, and prices are high as they are new, and face hefty price drops as with all techie stuff.
The Phototainer is the cheapest and you can test drive this at Chamoxa at Funan - it is the cheapest of the three above. Archos is UK and brought in through an agent (in Funan). The Epson P2000 has mixed reviews but is still highly sought after in the US, but Epson Singapore has no intentions of bringing it in.
Do a Google on the names and you will find many retailers and reviews.