Attach an iPod Shuffle (or other tiny MP3 player) directly to your over-the-head headphones. I built these so that I could listen to music while machining, without the loose cables that would like to acquaint my head with the business end of the milling machine. As it turns out, this set seems much more comfortable than earbuds for extended listening, and it has taken their place for everyday usage.
Step 1: The Ingredients
1. A set of over-the-ears headphones. I used a junky set that's been sitting in a box for ten years.
2. iPod shuffle, or other light-weight music player. The shuffle claims to weigh 0.78 ounce (I didn't weigh mine). Substitute a heavier player at your own risk-- of headache.
3. An inch or so of Velcro (not shown, yet).
4. Implicitly, you will also need a soldering iron, shrink wrap, wire cutters, and so forth. If you aren't comfortable with these, maybe it's time to go shopping for a nice new set of wireless headphones!