When I'm on my mtb commuting, I generally have my buds in unless I want to take a break from the music and just listen to the sounds of the road. I keep the volume down to the point where I can still hear the outside world, and check what's around me very often. On my road bike, I have yet to do it, even on a trail. Maybe it's because I'm going considerably faster and don't want to take the risk, or maybe it's cause I enjoy the swish swish of the tires and little subtle clicking of the drivetrain as I go.