HDD based players ARE succeptible to shocks. Though, these HDDs are made to absorb such shocks. If you drop is or do jerky movements, it will develop bad sectors and subsequently fail (it has, I know of it). But otherwise, normal use will not do any harm to it.
I am not saying that it is a bad buy, its excellent. Only thing is make sure you don't allow googly woogly stuff to happen to it....