If you had a good quality headphone that outputted excellent audio, you would not use it in an activity where there is exposure to sweat. Very good headphones can cost hundreds of dollars but if you are just looking to create sound regardless of quality, then just get any closed headphones.

FWIW, not everyone can drive with the required attentiveness when the are in a car with loud music. Doing so while riding a bike with both ears covered with loud music is not something I would do, but to each their own.