I think it all comes down to how and where you plan on using it. If you plan on using it primarily while running or cycling, the flash drive would be a better option. If you care more about having lots of space (and you said you didn't) or about watching video, than the 30 gig would probably suit you better. Another consideration is size. Some people want a very small, pocketable device, other don't mind the larger, heavier 30 gig.
From your description of your needs, I say the Nano sounds right.
For what it's worth, I have a first generation 5 gig iPod that, though it really only works when plugged as the battery is shot, is still working. I used to run with it. The only iPod I've ever had to send in for repair was my 60 gig photo. The headset jack went bad while it was under warranty. I now use a first generation shuffle for running as it's just more comfortable than my 60 gig video. I don't treat any of them with extra special care. They've all been dropped (in cases) more than once.