I don't wear headphones, but I've been known to sing to myself -- particularly

Kraftwerk "Computer Love" (like singing the 'dee-do, dee-do, dee-dee-do-do' synth parts), sometimes remixing it on the fly with "Tour De France" if a nice tailwind kicks in.

Boards of Canada "Hi-Scores" (in the morning when I'm still waking up)

Dinah Washington "Is you is or Is you ain't my baby?" Rae & Christian mix from the Verve Remixed CD (when I'm warmed up)

Veruca Salt "Seether" and "Volcano Girls" also sometimes transitioning into slower tempo Pixies songs if I feel tired.

... stuff like that ... I mean, why have an Ipod if you can't easily pick your songs to suit the situation