On a Sansa e200 (not sure about others, sorry), this option exists under General Settings -> Display.
Atm, there is only the option to enable or disable, I would very much like a 3rd option, very close to disable, such that all button presses other than Select would take effect right away, but Select would only light the backlight on the first press.
(Unless there's another way to see easily enable the backlight to see what's playing now. I currently can hold the play/pause button to turn the backlight on, but that's neither easy nor intuitive.)
Thanks,
Andy