I have personally used the Rio S10, S11, S30 series, Nitrus and Chiba and can verify their bookmarking capability. It remembers the playlist also which is critical, and there is no drift of the bookmark position. The only negative is that the bookmarks are named “Bookmark 1” etc and so they do not display exactly what is bookmarked.
I have also personally tested the iPod and RockBox.
All other player reports in the chart above are either from online manuals, reader reports, or other web reports.
EDIT: as this is only semi-on-topic, and seems to be spam, I’ve deleted the link. — Ron