I have seen/read about several cheap ones (around 100$), and a few more expensive ones(like the MaxSight, or Moverio), but I'm not really convinced by any of those.
Ideally I'd like the ST1080 with integrated player, but this is doubtful. Any workaround involving yet another item to lug around doesn't entice me either (alas, my smartphone doesn't have video out).
While I'd like the ST1080 for gaming, I'm not sure I'd like it for watching videos - too many cables, too many boxes.
An alternative would be a combined HMD/media player just for watching videos - and separately a HMD for gaming.

Problem is, few seem to be any good. There are numerous cheap 2D (knock-offs, I guess?) that work more or less, and I've seen a few more expensive ones - the Moverio looks rather nice at first glance, though the extremely limited file formats are a turn-off. (Especially at that price level.)

I've tried two cheap japanese(I think?) devices, both are adequate for their price, but severely lacking in features (like, can only play few formats well, low resolution, etc...).

Is there a good combined HMD/media player at all? "Good" doesn't necessarily mean high resolution - but rather good file support and such.
Or should I accept the fact that I'll have to have a dedicated media player?

tl/dr:
Is it worth looking for a combined media player/HMD?

Not that I'm aware of. The ST1080 is definitely your best looking option but the cabling is non-trivial.

DVD player -> HDMI -> control box
battery pack/AC adapter -> micro-USB -> control box
control box -> custom cable -> ST1080

I use the Vuzix Wrap 310 for this purpose. Its pretty cheap now, around $150 on eBay. You need to hook it up to a video player though, it supports iPod/iPhone (for video output ONLY) or you could use the composite plugs for a portable DVD player or other portable media player with A/V out.

Hm.
This really is a niche market in a niche market, isn't it?
I dislike the iDevices for their need of a separate program just to copy files onto them (I've had enough of that with MiniDisc).

Either I'm searching wrong, or there isn't really a good portable media player with video out (truth be told, why should there be - it's somewhat counter-intuitive). Fewer even have HDMI out.

I really start to think about that MaxSight device again. At least that already has a media player.
(Of course, the Epson also looks interesting - if it weren't so crippled wrt file formats.)

Hm. Well, I finally found a device I thought might best serve my desires and be affordable.
In case anyones interested, it was this: Zetronix 68inch Widescreen HMD.
(I know that cheap devices usually aren't even worth their money. Problem is, none of the expensive devices seemed "right" to me. And I'm not sure if this counts as cheap?)

I'm not sure what to think of it, to be honest. I wonder if they really use an LCoS display, and if that's the reason for the blue border around the picture...

Strange that you have to use anaglyph inserts on an HMD.

You should look into the older Zunes. They have composite video output, and all physical controls. Best of all, it mirrors everything over video out, including the menus.

I would get one of those and a used Wrap 310 or similar.

Yes, a collegue found that quite funny. I merely filed it under "misleading advertisements" that they used that for their claim of "3D"...
Fortunately, that wasn't a priority for me.

@PalmerTech: Hm. I bought a Creative Zen Touch 2, in the hopes that it has a compatible video out. (Also, my collegue wanted his mp3 player back which I borrowed mere four or five years ago...).

I don't want to buy any Vuzix design HMD - though the reason is ridiculous: I loathe their design - shouldn't keep me from using the better tech, I know...