most newer phones have mp3 player functionality, just check the individual product pages.
I'd go for a phone with a Mini/Micro (make sure you get the right one!) SD card slot, then with a simple adapter you can connect it to your usb port on your computer to transfer the files.
As for playing it in your car, you just need to get a stereo 2.5mm to 3.5mm jack converter, that plugs into your cell phone and gives a 3.5mm female jack. IIRC, you might only get one channel of sound, since the standard headphone jack only outputs one channel of sound, and one for mic (which is not useful here). Someone else might be able to correct my memory on that.
I personally have a Samsung u740, which works decently well, but requires a breakout connector to get even a standard headphone output.