Moto Surround Wireless Headphones
At first I thought those little portable bluetooth wireless headphones around peoples necks were ugly and awful. However, once you use them, you'll love it.
Those looking for even better sound than the built-in speaker will want to consider the Moto Surround. They're small, portable, have great sound, and wrap around the back of your neck to stay out of the way. Then of course this is via bluetooth so there are no wires getting in the way.
Motorola has them in Black or White, and they promise 10-15 hours of usage on a single charge. Enough for a week of sessions and the gym.