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Remember how you were taught that certain kinds of batteries (in laptops and camcorders, say) worked better if you occasionally fully drained and then recharged them? Forget it. You want to keep the iPod's lithium-ion battery charged always, or else you'll lose your clock, date, and other settings.
The color screen on the iPod and iPod Nano shows a green battery that depletes as you use the player. When the battery icon turns red, it's time to recharge. The screenless Shuffle communicates its battery needs through a small colored light: green for a good charge, amber for partially drained, and red for a battery that needs juice fast.