I rode with headphones for the first time last week. I have a set of Shure ear buds, but they just seal too well. Not only could I not hear sh*t - I felt like it was messing with my head/balance. Only rode with them about 7 miles before giving it up. If I do headphones again it will have to be an on ear type and not a bud.
That or zip tie a battery powered iPhone dock to my bars.