Shuffle deserves lanyard headphones, too
TuneBuds--a combination earbud and lanyard--snaps onto the Shuffle's USB connector. That's different than a similar product on the market, made by Pacific Rim Technologies, in which the earbuds connect to your shuffle via the headphone port. iLounge has reviewed both lanyard earbud products, and likes TuneBuds better.
TuneBuds cost $19.99 and are available on the Griffin site or at major iPod accessory retailers.