I use the unit made by
CycleSound... its sweet!!! ...and they stand behind their product, which is rare... btw, I'm a drummer and like my music with me, but feel safer riding with this rather than earphones. The sound is substantial...I recently did the 5 Boro Bike Tour (42 miles) in NYC with it.
The CycleSound is a portable speaker system for bikes, you will need an mp3 player of some sort...
iPod, Sansa Clip, etc.