I have some Sennheiser PMX70 headphones that I quite like, in particular because the around-the-neck design allows me to quickly drop them down onto my neck and out of my ears.
The one thing that I don't like about them is they create a lot of wind noise, which makes it hard to hear both what I'm listening to and ambient noise. Can anyone recommend headphones of similar style with low wind noise?
For discussion on safety of cycling with music, see this question.