One thing that really works for this MPR, is Apple’s I-Pod Shuffle. Tiny and practically weightless, it livens up long runs with an absolute minimum of complication.
I wear mine clipped onto a terry-cloth wristband (which is there primarily to blot up whatever needs blotting up as the miles accumulate). That lets me raise it up in front of my face when I want to adjust the volume or skip a song, but keeps it out of the way the other 99.9% of the time.
The original ear buds never felt right in my ears, so I use a pair of inexpensive Panasonic’s I found at a discount store, that stay in place through anything, and have the additional benefit of being a cool blue color.
Run the headphone cord up your arm – under the innermost layer of clothing so it stays put during the after-warm-up strip-down – then out the collar, and you’ve got a no-fuss mini-sound system that turns any run into the staircase scene from Rocky.