Having fallen down a powdery mountain with some regularity, I would recommend a small MP3 player that's both water- and shock-resistant. Lots of "sports style" flash players exist, but I think the Rio Forge or the older Rio Cali should serve your needs. Or, if you don't wear a helmet, you could invest in a pair of Oakley MP3 sunglasses. For headphones, check out the in-ear type as they have minimal profiles and sound great.