I do, they have better battery life, are lighter and smaller and actually have great sound quality (my alliexpress 20 dolar mp3 player have better sound than my desktop pc)
edit: I use it mostly for flac, not having so much going on electronically makes the sound extremely clear even on cheap devices with good headphones
Its a small difference in SNR but its kinda noticeable with good enough headphones (I have a Philips SHP9500)