In some jurisdictions (Illinois comes to mind), wearing headphones while driving is a traffic violation. I gave up listening to music while riding years ago, but barring an exception written into the vehicle code stating that the headphone law doesn't apply to bicyclists, then it does apply. Not that I or anyone else in this thread follows every traffic law, but violations of this one are pretty easy for cops to spot.
On my rollers, Black Sabbath, BOC, Led Zeppelin, and lots of newer stuff that comes and goes with the seasons.
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1989 Lotus Unique, 1999 Colnago Crystal with full Campy, 2009 Dawes SST-AL fixed gear