headphones are def better but it sucks carrying around headphones for music.
Yes. I got earbuds from JVC that clip on to the back of your ear for sports (sound was very good as well)
Most of the time though, I just put my studio JVC headphones around my neck if I want to go somewhere to use them, like Costa, to drown out external noise. I just can't stand having any kind of earbud in my ear, unfortunately. I'm planning to upgrade to either Audiotechnica or a higher JVC product.
EDIT: I carry around a leather bag that has a lot of my electronics in it as well as a book or two that I'm reading, so sometimes I might put it in there.