Buy a smart phone of some sort with built in Wifi support. A Windows Mobile PC type version will allow you to stream whatever you want over wifi with any type of player you want.
An alternative is an iPhone or iPod touch. Not sure what formats that will support though since its Apple. Probably MP3 at the minimum as well as Apples AAC. The two largest broadcasts. Ogg is almost as prevalent as AAC on the streaming networks so you might have a problem with the Apple route if you can't find an alternative player. Russians are known for liking Ogg so its quite common over there.
A pocketPC would also work.
Just some ideas.
-S
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