I have these: http://www.amazon.com/Elife-Swimming-Diving-Waterproof-Earphone/dp/B00AMBIP22?ie=UTF8&psc=1&redirect=true&ref_=oh_aui_detailpage_o04_s00 And a waterproof iPod.
The inexpensive player works great, my only dislike is that much of my digital music is MP4, and I'm far too lazy to convert each song. That being he waterproof iPod, which is $100 more than this link is lovely because I already used iTunes to organize my music.
Hope this helped.