I bought myself some of the Etymotic Research ER6i Isolator Earphones that Sahil and Brendan both recommended. They are excellent and quite comfortable. I don’t push them all the way in when I run though as I fear getting nailed by a car, bike or some other vehicle ;-) I have been very impressed so far with the headphones. If you pick some up, defiantely shop around. As I mentioned previously, I found these for $81 online. Several places had them for $93 all the way up to $149. The music does seem to sound a bit “tinny” to me in the headphones, but I am not all that sure I have found the right settings yet for the iPod. So it might just be user error on my part. I just don’t know yet.
I ended up getting the DLO Action Jacket mini armband for the iPod mini. It isn;t completely sealed as a few areas would let water in. So I would not take it out in a steady rainfall. But the armband is comfortable and secure. The armband stayed on quite well through heavy running. I hid the wire inside the velcro strap attachments, so I didn’t miss not having a wire strap either.
I tried the Apple armband on at a local store and it just felt like garbage. The XtremeMax SportWrap iPod mini armband is an excellent choice as it is even more impervious to water than the DLO armband. However, I did not like how big the armband waswhen I tried it on. It seemed to consume my entire arm. Not being built like Arnold, it just didnt fit well on me. But if you are bigger than me (and most people are) it might work well for you.