Headphones. Though when I go out places and I want to listen to music I use earphones. I don't want to be walking around with expensive headphones plus I can put leave one out so I can hear what is going on around me.
Headphones are kinda out of style right now except for the more expensive ones like Beats. Earphones are small, easier to fit into pockets/backpacks and are just as great in sound quality (well, depending on the brand.)