A while ago I was an avid runner and one of the more annoying aspects was my headphone cable. With a straight MP3 player you are generally stuck with a cable getting in the way.
As smart phone technology reached a point where they were useful for playing MP3 tracks and had the capability to use GPS tack your runs etc. (check out runkeeper) I ditched the MP3 player and the Garmin logging GPS to only carrying a single device when I went running.
With the smartphone came the benefits of a Bluetooth connection, and it wasn't long before I had a compatible headset connected to my phone, the first of these was a cheap model bought off Ebay for a small amount, although this particular model didn't last long I was sold on the idea. This particular model was one of the larger external ear models with a band around the back of the head, following its demise I went in search of a replacement that would be more durable and useable.
I settled on the Nokia BH-503.
I now have two stereo Bluetooth headsets, as the BH-503 is good for running, it is not very subtle and suffers someone from the Princess Leia affect of having two rather large conspicuous lumps on the side of your head and so I have an additional one, also a Nokia, but this one is a BH-111, the difference with this model is it has a control unit, which you can clip to your jacket and a short headphone lead.
Along with the advantages of the lack of cable to get in the way, there is the convenience factor of the controls, which are located on the headset itself, you don't have to pull out your phone and unlock it to do quick things like skip a track, pause or change the volume, its a quick touch and it happens.
Controls always in the same place on the ear.
Doesn't kill off the sound of the car thats about to flatten you.
Makes you look like you have Princess Leias hairdo.
Small lightweight and out of the way.
In ear and can block out background noise you need to hear.
Still has the cable.
Controls are fiddly and not as easy to use.