Monster's iFreePlay headphones are among a small number of models taking advantage of the size of the iPod Shuffle, and incorporating a dock for the diminutive music player into the headphones. You need to supply the Shuffle, of course--either the second-generation or third-generation iPod Shuffle clip-on versions will work, but not the original "pack of gum" version. Having it connected directly to the headphones cuts cords out of the equation, effectively turning the iFreePlay into a set of "cordless" headphones that don't require the high-tech wizardy of Bluetooth, or other wireless method. Since the headphones are powered by the Shuffle, no additional battery is needed--which is a big plus. (Obviously, you'll still need to make sure the Shuffle is juiced.)
The iFreePlay headphones ($50) have an around-the-back-of-the-neck ("street-style") design. They fit securely on your ears, are comfortable to wear, and don't mess with your hair. While they're not exactly sweat resistant (the foam earpads absorb moisture), they are perfect for the gym. It's nice not to worry about a dangling cord snagging on something and getting in the way of your workout. The only problem is with the Shuffle sticking out of the left earpiece: you're going to end up looking pretty dorky, particularly if your Shuffle's color doesn't match the silver color of the headphones. (If you've ever seen someone headphones with integrated radios, you'll get the picture--and it's not pretty).