I'm also interested in options here.
I use audio drop-ins. I tried Skullcandy/Smith which were great because the inline controls let me pause, play, and skip tracks but the line quality wasn't great and after one season the cable stopped working. Being plugged right in wasn't too much of an issue, other than the fact that the controls are connected to the audio cable.
I'm currently using Skullcandy/Giro dropins which are almost identical but instead of pause/play controls I only have a mute button which sucks when I need to pause during one of my favourite tracks.
Ultimately I'd like to wire my dropins directly to my iPhone with no inline control, but have a bluetooth remote similar to the recon instruments remote that comes with the Oakley airwaves - easy to control with gloves on. Does anyone know of a good bluetooth remote that you can get on its own?