I always use my ear buds,
I have some nice maxell wood ones. but the standard maxells are very good also. If you run into needing to have more power say for helmet speakers or (like me) kicking exhaust note, check these out
http://www.amazon.com/FiiO-Headphone-Amp...2967&sr=1-5 the Y cabel is very nice if you have someone riding behind ya. It is a pretty good boost with its own vol control. I max my player vol and use this as the regulator. charges by usb.