I used this quite a bit on the JMT and never replaced the single AAA battery. It's not quite as user friendly as an Ipod but you can replace the battery.

I know you asked for an AA or 2xAA but something like that is going to be huge compared to this or your Nano.

Also, there's The iturbo and other similar products. No personal experience but I almost bought one just tonight. You can keep your Nano without reloading more songs into a new player and still use AA cells.
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If you only travel on sunny days you will never reach your destination.*

* May not apply at certain latitudes in Canada and elsewhere.