I've got the Bold 9780 and I find the music player quite acceptable. Might not be the best out there on a mobile phone, but it certainly isn't bad at all.
As for putting music on it - obviously best to have a memory card of course, but you don't even have to have the Blackberry Software installed on your pc (I was previously told this was a "must" otherwise the pc won't recognise the phone but it's certainly not proved to be the case!). Once you've connected the phone to the pc via USB, click on the phones display the option for "USB Drive"...
Then you can simply open up the music folder and drag and drop - simple as that.