Generally, when a model number only differs in the last digit (ignore the trailing letter(s) which are even more meaningless) it just indicates that it comes with different accessories. I believe the 4800 came with a Voice Remote that takes two AA batteries whereas the 4802 comes with the Voice Remote Pro which is rechargeable. The player itself is identical.
If the headphone jack is important to you then you need a model that comes with at least the Voice Remote and if you're planning on using it a lot the extra money for the Pro version may be well spent as the headphones tend to eat batteries.
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