I definately don't use headphones. No way! Not with crazy drivers out there. Even with low volume....not gonna do it. I keep all my attention on my surroundings including rear-view mirror to check and see who's barreling down on me.

I often see some crazy people with headphones sort of lolling about, not paying attention to stop-lights and bike lanes. A good way to find yourself face-2-face with the asphalt.