mp3 won't play midi
hi - an mp3 player won't play a midi file. to play a midi, a device would need midi software. a midi file has info that codes for sounds in a very different way from an mp3, a wma or wav file. those are more analogous to a tape-recording of a conversation, while a midi file would be like the typewritten words plus some written instructions on inflections, pauses, etc., like a play would be written. much closer to sheet music.
a pda with software to play a midi could play a midi, and could also play mp3 and most any other sound file with the right software.
cell phones play midi as their format for ringtones. but i don't know if anyone has made a cellphone/mp3 player that will also play midi files as music files as well. maybe others know this answer.
so if you have reason to find a small device to play midi as well as mp3, start shopping for an acceptable pda. a pda will be bigger, will have shorter battery time, but will be more flexible in the range of things it could do - games, spread sheet, calendar, contact list, etc.
you can even get software to write/compose midi files, or edit wav files, for a pda.
some pdas take storage cards like sd, so you could have a 4gb card in the pda and that wouls equal a 4gb mp3 player. and you could swap out the sd card to swap in and out different sets of music.