I'm a new kid here too but I'll tell you what I THINK, and if I'm wrong somebody'll come along and put us right
I don't know about comparative space and I've never used phonezoo or any other download service but the quality of the MP3s is fine. You can use a free app on your desktop called "mp3gain" to adjust volume and make each track the same if you wish, I use it to create playlists of equal volume.
If you don't have a memory card (why not? they're cheaper than dirt, esp. the smaller 1Gb ones) you can save onto the device onboard memory but AFAIK that's pretty small and filling it up will slow the device down as memory is shared.
As for space, I'd buy a 1Gb or 2Gb micro SD card on sale someplace, you'll never fill it with tones & MP3s.
As an example, I have a 1Gb and additional to my music and a couple silly short videos on there, I have a buddy who hosts an overnight talk show for truck drivers on the weekends over at 700WLW out of Cinci. He sends me 10 hours of his podcasts every weekend and that goes right on there too, without filling it up.
Not what you were asking I know but hopefully the comparisons will help.
Have a great week.