Most new phones can play drag-'n'-droppes music, just go get one with a 3.5mm port, adapters and special headsets are expensive.
For example, my phone:
http://www.gsmarena.com/nokia_c5_03-3578.php
Ignore their price setting, it cost ca. 60€ here, so I guess it's that but in dollars in America, since I have a higher tax on things.