I sometimes listen to music while hitting with the ball machine but have never tried it in a match with another person. I use inner ear headphones (Skullcandy Fix buds) which say in really well and connect to my Ipod or phone which I just keep in my pocket. I usually run the headphone cable up through my shirt so it doesn't get in the way and I don't find the phone/Ipod in my pocket particularly distracting.
These look pretty cool though: http://www.amazon.com/Mini-Wireless-...oth+headphones
A Head Microgel Radical, a Neos 1k, and a Silent Partner Star. Life is good.