I don't wear them when i'm on the road going into town or cycling where there might be a lot of people or cars, but i often cycle on disused railway paths, which basically serve as bridleways and dog walking routes and then i pop the phones in and keep it lowish. Dependent upon the time of day obviously as there are certain times when there are more dog walkers and people sauntering about than others.

In the end music can often enhance a ride, but sometimes it's nice to enjoy the sounds of the countryside. Hell i have to "enjoy" the smells of it! Pigs on my route you see!