If you own a cell phone with a music player built-in, the best way to take advantage of both capabilities is with a stereo headset. That is, a pair of headphones with an integrated mic and call-answer button.
Plenty of music phones offer stereo Bluetooth capability, which lets you take calls and listen to music through a headset without pesky wires getting in the way. But at this stage in the game, the sound quality is generally not going to be as good as what you can get through a decent wired set.
Better yet, wired headsets are often cheaper than the Bluetooth competition. We've rounded up options for every price range.