Combination of an ipod shuffle and an old pair of headphones. (that's it!) The headphone wires are wrapped around the plastic of the headphones to leave absolutely zero dangling wires.
Step 1Add two-sided foam tape to ipod
Cut two small rectangles of two-sided foam tape and place them on the inside surfaces of the ipod - on the "clamp" side of the ipod. The idea is to confine the headphones in a smaller gap, so that the ipod clamps tighter to the headphones. The tape does not fit such that it will stick to the headphones - it just fills the gap. Note that If your headphones are actually wider than the gap in the ipod clamp, then you may be out of luck using this instructable..
he uses velcro and puts it outside, but a shuffle could probable fit inside (you just wouldn't be able to control it)
or you could cut out a hole in the side the shape of a shuffle and place it there.