Where can I find (buy) an ipod-type device that plays Windows (WMA) files?

An iPod will play mp3s but the ideal format for iPod is called AAC, and it is the best format out there in terms of fitting more songs in one place. The file sizes are very small and very good quality. If you absolutely don't want an iPod, zune is your second best choice. Zune can play WMA files, so that is probably what you're looking for.