For $49.99 I got a set of Sony noise-cancellation headphones that makes the iPod sound like a living room stereo system. Nobody around you will hear what you are playing and you won't be able to hear them either.
Another good reason to get new earplugs. Muggers can identify iPod users by the original headphones. That being said, the best thing about an iPod is that the bums don't bother you if they know you can't hear them.
Which Sony headphones???