Now once you've determine the type of video files you'll be watching, you'll be able to narrow down your choice. For example, if you need support for RMVB files, you can forget the WDTV and Xtreamer and other players that use the Sigma chipset. However, this will still leaves you with a lot of choices.
Next is to consider the input and outputs of the player. First the inputs. They are used to connect the source of your media to the player. In most cases, the media files are stored in an external HDD (hard disk drive) and the most common method is to connect the HDD to the player via the USB port. So an USB port is a must in a player and normally the player will have 2 USB ports and some even have 3 USB ports or more, some at the back and some in front for easy access. The USB port can also be used to connect your pendrive or USB flash drive and any other storage device that uses a USB connector.
Some media player will also have a multi-card slot (for your SD, xD, MS and other cards) where you can slot in your media card directly to view your photos or videos. This is nice to have but not essential since you can always connect an external card reader to the USB port for the same function.
Some players have a bay where you can slot in a HDD inside the player itself. If you want to have this option you'll have to decide if you need the player to accept a 3.5" or a 2.5" HDD. The maximum memory size of a 3.5" HDD is bigger (2TB?) and also physically bigger but the cost/memory is cheaper then that of a 2.5" HDD. So the choice is yours. Also players that do not take in a HDD internally are sleeker and smaller in size and usually carry the name of mini. Those that take in a HDD will have a fan to cool the HDD and this may add a bit of noise depending on the quality of the fan.
On the subject of cooling, a player with a metal body will run cooler than those with a plastic body since the metal dissipates heat better and works like a heat sink.
For media players that take in a HDD internally, there will be a mini USB port to connect to your PC to do all the normal file management, just like using a normal external HDD.
Next are the output connections. They are used to view and hear your media files. Most of us will use the HDMI output to connect to a HDTV for both audio and visual as the simplest way. For those still using a CRT TV (while waiting to upgrade to HDTV), they will use the RCA connectors - the Yellow (video), the Red (right audio) and the White (left audio) for their connections. These are the basic connectors found in all media players. The red and white audio output can also be connected to an external amplifier for better stereo sound.
You may or may not find these next group of output connectors in the media player you are considering and if these are important for you, this may help you make your decision. For better videos on your CRT TV, you'll need the component connection - the Red (Pr), the Blue (Pb) and Green (Y) connectors. For better audio where you can connect to your Hi-Fi amplifier, you'll need either the coaxial or optical connectors. For most of us, just the HDMI connection will suffice.
Finally if you need networking, you'll be looking for a LAN interface for wired LAN connection or readiness for WiFi conection. This could be either built-in or you need to buy a WiFi doggle that plugs in the USB port.
I hope the above will help you somewhat in deciding your media player purely on the physical aspects. BTW, the media player that I chose, the HDPro can house a 3.5" HDD internally and uses a doggle for WiFi and has all the connectors and card slot mentioned above so it is best value for money at the price I paid compared to all the other branded players. The picture quality is the same as any player that uses the Realtek 1073DD chipset. The only unknown factor is the reliability and this, only time will tell.
I'll talk about the other attributes of a media player in my next post.