Hi,
They nearly all allow some way of connecting to the 'net.
An ethernet port or wi-fi for example.
If there's no provision for that, there will be an upgrade path to follow by burning the update from the net on a PC/MAC to a USB stick or CDR and you then update the player that way.
Depending on your personal circumstances, you'll need to factor each scenario into your buying criteria and choose a machine with the simplest way of updating - for you.
Cheers,
Cofnchtr.