I should have said, I can't use normal in-ear headphones -- my ears are a funny shape. Ear-plug type phones that fit in my ear canal are fine, as are full-sized headsets, but the normal in-ear ones tend to fall out every ten seconds or so.

I can't use behind-the-neck headsets, either -- at least, not when my hair's at full length (which it isn't, yet, but I'm growing it out again).