Any small portable radio would work. So would a cheap scanner that could pick up wide band FM.

Or you could pick up a pair of amplified computer speakers, and plug them into your MP3 (yes, even the ipod/iphone) headphone jack, and there you go.

I would start here and move up in options.

1. Look for a Centon Craze MP3 player. They look like USB thumb drives, and are really cheap. I bought a 2 gig Centon MP3 player years ago (for $20 new), and it still works. It will play just about any audio file (WAV,MP3, OOG, etc). It is powered with a single AAA battery. Since it is also a USB drive, you can put music on it (and use it as a stand alone player) and also put your favorite spread sheets from work on it. It is also a voice recorder and a FM radio. The earbuds it comes with suck - but who cares. You will be throwing them out anyway.

2. Get some inexpensive external computer speakers, if you do not already have a bunch of them from old computers.

3. The MP3 player can be attached to your bike with velcro, the speakers can be attached with nylon tie straps.