The Sansa Clip(+) is an awesome player. Small, cheap, yet very powerful and with very good sound quality. unfortunately the 15 hour battery is one of its weakest points, and you might need to charge it a couple of times if you’re away for a few days. The cable that comes with it isn’t exactly that big, but it could be smaller- here’s how you make one that is.
To answer the criticism that will come before I even continue- yes there are products out there that will do this. here is one and it’s $1.07 shipped. It’s exactly what you would need to have a small adapter with you, and a very nice deal. However, if you want one that fits the Clip even better, or simply want a DIY project, here’s how.
To make this adapter you need an existing mini USB cable. Cut off as much of the rubber on the USB A plug as you can and strip it down to the 4 colored wires that are inside the outer insulation. Splice them back together (make sure you insulate the splices) as short as you can (while still having enough length to twist it on top of the male connector) then glue it as the picture shows. The result is a nice, tiny connector that looks a bit more natural when connector to a computer, compared to the linked dongle that sticks out an inch or so.