It really depends on your preference
If you go with a good iPhone or Android phone, be prepared to condense your music library, because there's only so much space on a phone. In addition, you probably want to bring a portable charger with you, because if you listen to a lot of music and your battery runs out, neither the phone nor the music player will be any good. The plus is that you only have to remember to bring one device.
On the other hand, if you listen to a lot of music, having a dedicated music player is a plus, because you get plenty of space and the battery life is independent of your phone's battery life -- you could even use your phone as a backup music source. On the contrary, you have to remember and lug around two devices.
If it was me, I'd aim for one device.