I just bought a RIO Carbon... don't know why its called Carbon as it looks stainless steel. Anyway I bought it specifically for riding. I have an older pair of earbuds that I'll use with my helmet. I wind the wire on the bud side aroun the helmet straps by the ears, then tie them off (gently). The bud sits a bit outside my ear rather than in it all the way. I can hear traffic noise and my favorite rockers.

I like the RIO... it's about the same size as my litle cellphone.

I am such a toy geek... next high dollar purchase - the Oakley THUMP, sport sunglassses (flip-ups) with built in MP3; earbuds attached to earpieces.