I have been playing with these...
http://www.o-tus.com/helmet-speakers/otus-mini-speakers-free-shipping-in-continental-us/
These are not technically "headphones", nor are they "Bluetooth", so why mention them?
Well, cyclist shouldn't ride with headphones! Just my humble opinion, and of several states who have laws against operating ANY vehicle wearing headphones.
The O-Tus speakers attach to your helmet just in front of your ears. While the music plays at a listenable, enjoyable level, you still hear your surroundings.
The speakers plug in to your iPod/mini player or Bluetooth receiver, which you attach to the back of you helmet.
I like them so far, I gotta find a Bluetooth receiver to truly enjoy it. I know I made the playlist, but sometimes I don't want to listen to what I thought I wanted to listen to; hard to shuffle with player mounted behind head.
So I am currently running a lifeline over my shoulder to my handlebar mounted iPhone. I feel so Fred.