A company called Agere has come up with a portable storage device for the cellphones with a name that is difficult to get "BluOnyx".
The device is a sort of small HDD in your hand but it could be better if somehow fitted it with the cellphone, as it will not be hassle free to carry two devices(cellphone and BluOnyx).
The amount of data that you can store in this device ranges between 1 GB to 40 GB. This 85 x 54 x 6 mm devices price ranges from $100 to $250.
It works this way get your data loaded in this via Bluetooth, SD card or USB and then when you want to play it on cellphone it will relay it to your cellphone via Bluetooth.