I don't know of a digital player that does not lost its warranty if you
install another firmware, but maybe you have to look for a player that is
unbrickable. You can always go back to the original firmware and tell the
store "I don't know what happened!"
I can tell you of my own magnificient player in which rockbox can be
installed that meet all your requirements. Plus it is affordable, superb
sound quality and editor's choice in anythingbutipod.com, the Sandisk Sansa
Clip+.
* 8gb internal memory
* ogg vorbis, flac and mp3 support
* microsdhc slot, up to 16gb cards I think
* radio
* I'm sorry, no built-in speaker
* oled screen
* microsd standard
For less the price of an ipod you can buy this player, a pair of great
headphones (mine are the soundmagic pl50, extraordinary combo!) and maybe (I
believe Fiio is a great brand).
This player can be rockboxed, but I did not tested already.
If search for info on this one in anythingbutipod.com, you will see its the
best value for the money. I can assure it's true, superb listening experience
(but only if you replace the stock earphones with something much better).