I don't know if you'd consider it "cheap", but the Sansa SanDisk mp3 players have a pause/resume function. I use it for sermons all the time. Have had 2 for a year. You can even find refurbed ones at NewEgg. I don't know where you'd buy in Scotland.
Our fair morning is at hand, the daystar is near the rising, and we are not many miles from home; what matters the ill entertainment in the smoky inns of this miserable life? We are not to stay here, and we will be dearly welcome to Him whom we go to. --The Loveliness of Christ, Samuel Rutherford