Actually with the ease of some of the hosting programs out today a laptop is still the best way to go (I know just enough about computers to get my self in real trouble without even trying and I'm running compuhost and taking advantage of many of it's bells and whistles).
If you really have to have a player that will work with a hard drive, try the V2go 100 Plus. Just saw this listed, it's a brand new version of the V2go 100 which is a multi format machine CDG, DVD, LVD etc... The big thing that is new is that it will now read MP3+G files through the USB port.
Don't know how practical it is, as I haven't had a chance to play with one yet, but if it's not super awkward it could save a KJ's butt if your laptop were to die during a show. Plug in your hard drive and you're off and running and still able to play discs.
Saw them being listed on eBay for $139.00 and I imagine the price will come down once they become more common.
Just a thought.