I got an email the other day from a reader asking me if they had to take their MP3 player out of their pocket while going through security. The answer: yes you do. You have to take out anything metal, including keys, change, and yes, MP3 players. The easiest way to do this is to get one of those bowls they have sitting out (that look like a dog food bowl to me) and throw all of your stuff in there. If you just put it in a normal bin, there is a good chance slowing the line down as you try to pick up dimes from the corner.
Do you have to take an MP3 player out of your bag? Nope. So I guess, really, the easiest way is to put all of your pocket stuff into your bag before you go through security.