Ok, so I'm an avid music listener and I have a VERY large (250gb+) collection of music on my laptop. However I would like to get something a bit more portable than having to boot up my laptop every time I listen to music. Now, what I'm looking for is something that can plug onto the sATA and sATA power of a hard drive and play music from it. It would need a battery, though if it doesn't I could solder a battery onto it, and I would prefer it to have a built in screen with some file directory browsing, but if it doesn't that's also fine. Also I don't care about looks or size, as long as it's smaller than a 15' laptop it's fine. you could say that I'm kind of "tek" savy so if what ever you suggest requires assembly, like soldering stuff onto main-boards, I'll be able to handle it.
You haven't given a budget? Keep in mind something like that, your budget needs to be pretty big. (unless like you mention you want to make one yourself..)
I would say that my budget is a couple hundred dollars. However, I would be open to building something. I already have several hard drives (3.5' and 2.5') that I could use.
You don't necessarily have a budget? You have wads of cash eating their way out of your pockets? Then the new audiophile approved Pono Player is for you!!!! Also don't forget to pick up a few of these babies!
Also, what format is your music in? Flac? Wav? MP3?
If you've got your collection in a lossless format, try converting it to mp3 V0 for mobile. Loss in quality is negligible, and you'll save tons of space (up to 75% disk space in some cases).
At ~250gb flac, you could potentially be able to get away with a single 128gb microSD card.