I have a great pair of earphones/earplugs from Etymotic (
http://www.etymotic.com/ephp/er6.aspx) that I use with my iPod. They're great for listening to music, and they are also great at being regular earplugs, so if you don't have music on they're just a great pair of earplugs.
Because they are so good at blocking wind noise, etc., you don't have to crank music up to the loudest it can get just to hear it.
Never had a problem hearing what I need to hear to stay safe.
