I am interested in MP3 player, Mac 10.4 compatible which can use external speakers and / or a docking station
The Clip and Clip+ have all of that, I believe (I’m not a Mac guy, and so am not certain about Mac 10.4 specifically). Macs can cause issues when transferring files to the Clips, though; use of KopyMac (free software, available via the Internet) to transfer files avoids that.
For speakers: just connect them to the Clip players’ headphone jack. There is no Clip docking station.