In reply to MarkM:
Some decent head/ear phones for a start! The ones bundled with it are terrible.
Good options for buds are:
Etymotic ER6's
Shure E2c's or if you're feeling flush E3c's
Cans:
Anything by Grado or Seinheiser
Get yourself a case or an iPod sock to avoid scratching the thing too.
If you're home system has got inputs then buy a decent 35mm phono to 2x phono/RCA cable so you can get those beats pumping out on some heavy speakers!
A tape converter or iTrip or similar so you can listen to your tunes in the car.
Some cotton buds to clear those lugs out.
ipodworld.co.uk the best product seller i've found.