I still listen to radio on my phone. Wired headphones are required, as they serve as the antenna.
Other than that, I do a lot of running. Given how often it rains, headphones last no longer than half a year, and wired ones are far cheaper to replace. (I do have a pair of wireless Shockz, which handle water very well, but they are not good for city running with high ambient noise.)
That's what I've been using when flying and when running on a treadmill in a busy gym. But as you said, it does defeat the purpose of hearing your surroundings, so otherwise I keep to headphones where I can regulate the volume to hear better without completely blocking the external sound.