Internet radio's my favourite - hook it up to a wireless network for a global choice of thousands of radio stations of all genres, plus online music streaming (Napster & Deezer, for example). And I can also plug my iPod into it, too!
I listen through my phone with background noise-suppressing earphones. It is as if I'm deaf of outside noise.. I also use ITunes on the computer when I'm in front of the PC.