At the higher end of the price spectrum, you'll see a lot of add-on features. For example, the Graco Silhouette Pack ‘n Play Playard with Bassinet and Changer, about $170, has a removable changing table (with an "organizer" to hold diapers, wipes, etc.) and a bassinet feature. The bassinet has a maximum weight capacity of 15 pounds and the changing table has a weight capacity of 25 pounds. This model also comes with a vibrating mattress, electronic mobile, canopy, console with music, and night light. The manufacturer says you should only use the play yard with children under 35 inches tall.
Most manufacturers make play yards that are designed to move. Many roll on wheels and fold easily and compactly into their own totes, which resemble short golf bags (although less rugged), making them ideal for trips or jaunts to Grandma's. As we've said, basic play yards tend to be smaller (about 28 inches wide) and lighter (about 20 pounds) because they're not loaded with extras. If you can find a model that fits into its travel bag with its wheels exposed, it can make moving through a busy place such as an airport easier. The Chicco Lullaby LX mentioned above does that.
Now, a simple visit to a site like Babies ‘R’ Us will confirm that, yes, playpens do still exist. But they seem to have been rebranded, for these devices are no longer called playpens. Instead, searching for the term on Babies ‘R’ Us will yield a range of “Pack n’ Plays” (a trademark of the kid-product manufacturer Graco, and which purists insist is less a playpen in the traditional sense than a traveling crib), and various takes on the “playard” (a word that seems vaguely French but is actually a contraction of “Play Yard”). Rather tellingly, a Google search for playpen seems to yield as many entries for contraptions to corral pets as children.