On my recent trip to the US I picked up an iPod Shuffle.  Overall I'm lovin' it for a number of reasons:

• I like the price (US$99).  I went to the Apple Store in Bellevue and was impressed that they seemed to have an iPod at US$50 intervals between the Shuffle and the 60GB iPod Photo at US$450.
• I like the size.  I get a lot of grief from my wife for having too many things in my pockets so it's nice that the Shuffle is nice and small.
• I like the image.  I feel 'cool' to be wearing the distinctive white/grey headphones.  I agree with Peter Provost that there are much better headphones available and I'll probably go with Omar Shahine's recommendation of the Etymotic ER6's.
• I like having music around all the time. 

There are still some things that I'm finding hard to adjust to:

• The whole random shuffle business.  Deep down I'd be happy with an "iPod Linear".  I know that it can be used in a linear fashion but it really annoys me that I can't (or haven't worked out how) change the order that they play in (basically first track copied is the first played).  I'd like to be able to re-arrange the tracks using the iTunes software (please leave a comment if I'm missing something)
• This sinister dialogue box that comes up when I charge the iPod on my laptop while I'm logged onto my client's domain (rather than local computer account).  While it masquerades as a helpful dialogue box it is basically evil, offering to delete all of the music on my iPod with an accidental click of the Yes button.  This is a terrible design.  At worst they should have enabled a 'don't show this again' checkbox.