Listening to headphones while bicycling isn't safe, and playing it from a speaker where everyone around you will hear it feels rude.
I've heard some good things about neck speakers with shaped sound having a minimal ambient impact, but that does get a bit pricier.
Trekz Titanium. Or any other brand of bone conduction headphone. They sound quite good for the price and the fact that I can hear everything else around me at full volume.