For new players, you just got to read reviews and get one that seems worth it.
For vintage players, they all need an amp to sound better, so look for one with a line out jack. Old ass players from the 1980’s sounded better, but used like 8 AA batteries and had zero skip protection. More like portable desktop players.
I have had good luck with Panasonic shockwave series from the mid-late nineties . The shockwave players were water resistant and have a rubber seal around the lid, so that it keeps out dirt and whatnot . My favorite is the Panasonic Shockwave SL SW202, and 2nd favorites are the SL-SW860 or 890 (same player, different color scheme).