How is music while your snowboarding gay? I snowboard WAY better with it on because it helps block out the half of my brain that's trying to make me worry about everything and it gives me motivation to ride harder. I ride much harder with music while mountain and road biking as well.
Hiking I don't listen to music since hiking is more of a nature thing.
They make mp3 players that are the same size and shape as flash drives. They break far easier than more robust mp3 players do, though... so it is probably better to have a system where you can hook up whatever kind of audio source you want (phone, mp3 player, radio, psp, tablet, cassette tape walkman, etc.)